-34.5%
TLT vs EXC
+41.3%
-75.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | +1.0% | +8.6% | -7.5% | -0.1% |
| 3M | -2.7% | +2.4% | -5.1% | -3.1% |
| 6M | -4.1% | +6.5% | -10.6% | -5.1% |
| YTD | -5.4% | +9.0% | -14.4% | -6.7% |
| 1Y | -7.0% | +4.6% | -11.6% | -7.8% |
| 3Y | +2.8% | +33.5% | -30.7% | -1.7% |
| All | -34.5% | +41.3% | -75.8% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling