+240.4%
TPR vs EXEL
+199.5%
+40.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.3% | +8.4% | -10.7% | -3.9% |
| 30D | -23.0% | +4.1% | -27.0% | -23.7% |
| 3M | -12.5% | +12.4% | -24.9% | -14.8% |
| 6M | -21.4% | +41.5% | -63.0% | -26.9% |
| YTD | -3.5% | +34.6% | -38.1% | -9.6% |
| 1Y | +17.4% | +57.9% | -40.5% | +6.4% |
| 3Y | +291.3% | +159.5% | +131.8% | +211.2% |
| All | +240.4% | +199.5% | +40.9% | +138.3% |
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