+130.4%
TLT vs EXC
+612.2%
-481.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | -0.1% |
| 7D | +0.1% | -1.2% | +1.3% | 0.0% |
| 30D | +6.2% | +10.0% | -3.8% | +6.8% |
| 3M | -0.3% | +1.6% | -2.0% | -0.2% |
| 6M | -3.4% | +3.3% | -6.6% | -3.1% |
| YTD | -3.1% | +7.6% | -10.7% | -2.6% |
| 1Y | -5.2% | +3.5% | -8.7% | -4.9% |
| 3Y | +6.5% | +27.7% | -21.2% | +8.6% |
| 5Y | -34.7% | +41.1% | -75.8% | -32.5% |
| 10Y | -17.6% | +178.2% | -195.8% | -7.1% |
| All | +130.4% | +612.2% | -481.8% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling