+32.4%
TPR vs EXE
-21.4%
+53.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.6% |
| 7D | +6.4% | +1.5% | +4.9% | +6.5% |
| 30D | +13.8% | -0.2% | +14.0% | +13.7% |
| 3M | -16.6% | -9.2% | -7.4% | -17.2% |
| 6M | +0.7% | -7.2% | +7.9% | -0.1% |
| YTD | +5.3% | -18.3% | +23.6% | +5.2% |
| 1Y | +32.4% | -23.6% | +56.0% | +35.4% |
| All | +32.4% | -21.4% | +53.7% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling