+29.9%
TPR vs EXEL
+74.8%
-44.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.7% | +1.8% |
| 7D | +12.7% | +2.3% | +10.4% | +11.8% |
| 30D | +17.1% | +19.8% | -2.8% | +11.3% |
| 3M | -15.9% | +32.7% | -48.6% | -22.3% |
| 6M | +2.6% | +49.0% | -46.3% | -9.6% |
| YTD | +7.5% | +63.7% | -56.2% | -8.2% |
| All | +29.9% | +74.8% | -44.9% | +10.2% |
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