-5.8%
TLT vs EXE
-20.6%
+14.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.2% |
| 7D | -0.3% | -2.2% | +1.9% | -0.4% |
| 30D | +3.7% | -0.3% | +4.0% | +3.7% |
| 3M | -0.7% | -9.3% | +8.7% | -1.1% |
| 6M | -4.2% | -7.2% | +3.0% | -4.3% |
| YTD | -4.0% | -18.9% | +14.9% | -3.6% |
| 1Y | -5.8% | -21.7% | +15.9% | -5.3% |
| All | -5.8% | -20.6% | +14.8% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling