+750.6%
TT vs EXEL
+445.6%
+305.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +4.3% |
| 7D | +1.7% | +2.3% | -0.5% | +1.5% |
| 30D | -11.8% | +19.8% | -31.7% | -13.7% |
| 3M | -12.6% | +32.7% | -45.3% | -15.6% |
| 6M | -9.4% | +49.0% | -58.3% | -13.8% |
| YTD | +8.8% | +63.7% | -54.9% | +2.0% |
| 1Y | -2.5% | +75.8% | -78.3% | -9.4% |
| 3Y | +95.7% | +241.3% | -145.6% | +64.5% |
| 5Y | +135.7% | +289.0% | -153.3% | +93.0% |
| 10Y | +750.6% | +377.6% | +373.0% | +577.7% |
| All | +750.6% | +445.6% | +305.1% | +577.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling