+379.1%
TPR vs EXEL
+461.0%
-81.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +14.2% | +0.3% | +13.9% | +14.0% |
| 30D | +17.1% | +19.0% | -2.0% | +12.7% |
| 3M | -17.7% | +33.3% | -51.0% | -22.8% |
| 6M | -10.2% | +42.9% | -53.0% | -17.1% |
| YTD | +4.9% | +58.7% | -53.8% | -5.5% |
| 1Y | +36.1% | +70.5% | -34.4% | +20.7% |
| 3Y | +416.5% | +233.8% | +182.6% | +286.1% |
| 5Y | +254.8% | +259.3% | -4.6% | +156.5% |
| All | +379.1% | +461.0% | -81.9% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling