-35.7%
TLT vs EXE
+165.2%
-200.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.4% |
| 7D | -3.1% | +5.3% | -8.4% | -3.0% |
| 30D | +1.0% | -2.2% | +3.2% | +1.0% |
| 3M | -2.7% | -5.9% | +3.2% | -2.8% |
| 6M | -4.1% | -5.7% | +1.6% | -4.2% |
| YTD | -5.4% | -17.8% | +12.5% | -5.6% |
| 1Y | -7.0% | -23.1% | +16.1% | -7.4% |
| 3Y | +2.8% | +21.2% | -18.3% | +3.5% |
| 5Y | -35.4% | +78.8% | -114.2% | -32.6% |
| All | -35.7% | +165.2% | -200.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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