+256.4%
TPR vs EXE
+191.4%
+65.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -23.0% | +8.5% | -31.4% | -24.3% |
| 3M | -12.5% | +5.5% | -17.9% | -13.6% |
| 6M | -21.4% | -5.9% | -15.5% | -20.7% |
| YTD | -3.5% | -9.7% | +6.2% | -2.1% |
| 1Y | +17.4% | +3.6% | +13.8% | +14.3% |
| 3Y | +291.3% | +18.0% | +273.2% | +263.2% |
| 5Y | +241.9% | +109.4% | +132.5% | +163.1% |
| All | +256.4% | +191.4% | +65.0% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling