+898.0%
TT vs EXEL
+391.3%
+506.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | 0.0% | +8.4% | -8.4% | -1.0% |
| 30D | -7.2% | +4.1% | -11.2% | -7.7% |
| 3M | -3.0% | +12.4% | -15.4% | -4.5% |
| 6M | +1.4% | +41.5% | -40.2% | -3.1% |
| YTD | +15.9% | +34.6% | -18.7% | +11.3% |
| 1Y | +9.4% | +57.9% | -48.4% | +2.8% |
| 3Y | +124.4% | +159.5% | -35.1% | +95.0% |
| 5Y | +138.0% | +198.5% | -60.5% | +101.0% |
| All | +898.0% | +391.3% | +506.6% | +648.6% |
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