-20.7%
TLT vs EXC
+154.0%
-174.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.4% | +1.2% | -0.8% | +0.4% |
| 30D | -0.3% | -2.7% | +2.4% | -0.3% |
| 3M | -1.7% | -1.0% | -0.8% | -1.7% |
| 6M | -4.9% | -9.3% | +4.4% | -5.0% |
| YTD | -2.8% | +3.6% | -6.4% | -2.7% |
| 1Y | -4.2% | +5.9% | -10.1% | -4.1% |
| 3Y | -1.1% | +21.3% | -22.4% | -0.7% |
| 5Y | -33.7% | +46.2% | -79.9% | -32.2% |
| 10Y | -20.7% | +151.5% | -172.2% | -19.7% |
| All | -20.7% | +154.0% | -174.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling