+311.2%
TPR vs EXEL
+380.2%
-69.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.5% | -3.3% |
| 7D | -3.4% | +1.4% | -4.7% | -3.6% |
| 30D | -27.3% | +6.7% | -34.0% | -28.3% |
| 3M | -16.2% | +11.5% | -27.7% | -18.3% |
| 6M | -17.9% | +38.8% | -56.7% | -23.3% |
| YTD | -7.1% | +31.6% | -38.7% | -12.5% |
| 1Y | +13.6% | +53.0% | -39.4% | +3.5% |
| 3Y | +293.7% | +160.8% | +132.9% | +213.7% |
| 5Y | +239.1% | +190.1% | +49.0% | +159.7% |
| 10Y | +311.2% | +367.0% | -55.8% | +195.0% |
| All | +311.2% | +380.2% | -69.0% | +195.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling