+129.6%
TT vs EXEL
+160.6%
-31.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | 0.0% | +8.4% | -8.4% | -0.7% |
| 30D | -7.2% | +4.1% | -11.2% | -7.5% |
| 3M | -3.0% | +12.4% | -15.4% | -4.1% |
| 6M | +1.4% | +41.5% | -40.2% | -1.9% |
| YTD | +15.9% | +34.6% | -18.7% | +12.5% |
| 1Y | +9.4% | +57.9% | -48.4% | +4.6% |
| All | +129.6% | +160.6% | -31.0% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling