+90.2%
TT vs EXEL
+231.1%
-140.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | -14.0% | +19.0% | -33.1% | -15.1% |
| 3M | -15.9% | +33.3% | -49.1% | -17.6% |
| 6M | -17.3% | +42.9% | -60.2% | -19.6% |
| YTD | +4.0% | +58.7% | -54.8% | +0.1% |
| 1Y | -7.1% | +70.5% | -77.6% | -10.9% |
| 3Y | +90.2% | +233.8% | -143.6% | +77.2% |
| All | +90.2% | +231.1% | -140.9% | +77.2% |
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