+17.4%
TPR vs EXE
+3.1%
+14.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -23.0% | +8.5% | -31.4% | -22.5% |
| 3M | -12.5% | +5.5% | -17.9% | -12.2% |
| 6M | -21.4% | -5.9% | -15.5% | -21.6% |
| YTD | -3.5% | -9.7% | +6.2% | -3.8% |
| 1Y | +17.4% | +3.6% | +13.8% | +24.0% |
| All | +17.4% | +3.1% | +14.3% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling