-12.5%
TLT vs EXC
+176.1%
-188.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +0.3% | -1.7% | +2.0% | +0.3% |
| 30D | +5.1% | +9.3% | -4.2% | +5.2% |
| 3M | -0.2% | +1.0% | -1.2% | -0.2% |
| 6M | -2.9% | +5.9% | -8.9% | -2.9% |
| YTD | -2.7% | +7.6% | -10.3% | -2.6% |
| 1Y | -4.6% | +2.4% | -7.0% | -4.6% |
| 3Y | +6.1% | +30.2% | -24.2% | +6.8% |
| 5Y | -35.1% | +41.4% | -76.5% | -33.8% |
| 10Y | -12.5% | +183.8% | -196.2% | -11.6% |
| All | -12.5% | +176.1% | -188.6% | -11.6% |
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