+7,716.4%
TPR vs EXEL
+118.6%
+7,597.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.3% | +8.4% | -10.7% | -3.7% |
| 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% | -26.1% |
| YTD | -3.5% | +34.6% | -38.1% | -8.7% |
| 1Y | +17.4% | +57.9% | -40.5% | +7.8% |
| 3Y | +291.3% | +159.5% | +131.8% | +223.5% |
| 5Y | +241.9% | +198.5% | +43.4% | +172.6% |
| 10Y | +322.7% | +411.4% | -88.7% | +185.7% |
| All | +7,716.4% | +118.6% | +7,597.9% | +3,366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling