+131.2%
TLT vs EXC
+581.3%
-450.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -0.6% | -3.7% | +3.2% | -0.8% |
| 3M | -2.7% | -1.3% | -1.4% | -2.8% |
| 6M | -5.6% | -9.7% | +4.1% | -6.2% |
| YTD | -2.8% | +2.9% | -5.7% | -2.5% |
| 1Y | -1.4% | +4.4% | -5.8% | -1.0% |
| 3Y | -1.6% | +22.2% | -23.8% | +0.1% |
| 5Y | -33.8% | +46.7% | -80.5% | -31.2% |
| 10Y | -21.1% | +155.3% | -176.5% | -11.7% |
| All | +131.2% | +581.3% | -450.1% | +181.0% |
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