+230.8%
TPR vs EXEL
+289.1%
-58.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -1.1% | +1.6% | -2.8% | -1.5% |
| 30D | +15.1% | +17.4% | -2.3% | +11.0% |
| 3M | -13.4% | +38.6% | -52.0% | -19.6% |
| 6M | +1.4% | +41.2% | -39.9% | -6.6% |
| YTD | +4.8% | +59.3% | -54.6% | -6.1% |
| 1Y | +29.2% | +60.2% | -31.0% | +15.6% |
| 3Y | +403.7% | +232.6% | +171.1% | +265.4% |
| 5Y | +230.8% | +285.9% | -55.0% | +125.3% |
| All | +230.8% | +289.1% | -58.3% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling