+299.4%
TPR vs EXEL
+160.6%
+138.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.3% | +8.4% | -10.7% | -3.6% |
| 30D | -23.0% | +4.1% | -27.0% | -23.6% |
| 3M | -12.5% | +12.4% | -24.9% | -14.4% |
| 6M | -21.4% | +41.5% | -63.0% | -25.9% |
| YTD | -3.5% | +34.6% | -38.1% | -8.5% |
| 1Y | +17.4% | +57.9% | -40.5% | +8.8% |
| All | +299.4% | +160.6% | +138.8% | +241.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling