+132.3%
TT vs EXE
+76.7%
+55.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.5% |
| 7D | +4.0% | +5.3% | -1.3% | +3.3% |
| 30D | -11.3% | -2.2% | -9.1% | -11.0% |
| 3M | -12.3% | -5.9% | -6.4% | -11.7% |
| 6M | -10.8% | -5.7% | -5.1% | -10.4% |
| YTD | +8.2% | -17.8% | +26.0% | +10.6% |
| 1Y | +1.5% | -23.1% | +24.6% | +4.7% |
| 3Y | +91.5% | +21.2% | +70.3% | +82.8% |
| All | +132.3% | +76.7% | +55.6% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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