+16.9%
TPR vs EXEL
+59.2%
-42.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.7% | +8.4% | -11.0% | -4.7% |
| 30D | -23.3% | +4.1% | -27.3% | -24.2% |
| 3M | -12.8% | +12.4% | -25.2% | -15.9% |
| 6M | -21.7% | +41.5% | -63.3% | -28.7% |
| YTD | -3.9% | +34.6% | -38.5% | -12.0% |
| 1Y | +16.9% | +57.9% | -41.0% | +2.4% |
| All | +16.9% | +59.2% | -42.3% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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