-20.7%
TLT vs EXC
+152.2%
-172.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -0.6% | -3.7% | +3.2% | -0.6% |
| 3M | -2.7% | -1.3% | -1.4% | -2.7% |
| 6M | -5.6% | -9.7% | +4.1% | -5.7% |
| YTD | -2.8% | +2.9% | -5.7% | -2.7% |
| 1Y | -1.4% | +4.4% | -5.8% | -1.3% |
| 3Y | -1.6% | +22.2% | -23.8% | -1.2% |
| 5Y | -33.8% | +46.7% | -80.5% | -32.2% |
| All | -20.7% | +152.2% | -172.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling