+287.5%
TPR vs EXE
+151.8%
+135.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | +14.2% | -6.6% | +20.8% | +15.8% |
| 30D | +17.1% | -4.0% | +21.1% | +17.9% |
| 3M | -17.7% | -7.5% | -10.3% | -16.5% |
| 6M | -10.2% | -11.7% | +1.5% | -8.2% |
| YTD | +4.9% | -22.0% | +26.9% | +9.6% |
| 1Y | +36.1% | -21.8% | +57.9% | +41.9% |
| 3Y | +416.5% | +8.0% | +408.4% | +386.7% |
| 5Y | +254.8% | +62.3% | +192.5% | +194.2% |
| All | +287.5% | +151.8% | +135.8% | +172.5% |
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