-33.7%
TLT vs EXE
+106.6%
-140.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.4% | -1.8% | +2.2% | +0.4% |
| 30D | -0.3% | +6.4% | -6.7% | -0.2% |
| 3M | -1.7% | +9.2% | -11.0% | -1.6% |
| 6M | -4.9% | -7.0% | +2.1% | -4.9% |
| YTD | -2.8% | -9.5% | +6.7% | -2.8% |
| 1Y | -4.2% | +6.2% | -10.4% | -4.0% |
| 3Y | -1.1% | +20.7% | -21.8% | -0.7% |
| 5Y | -33.7% | +103.6% | -137.4% | -31.5% |
| All | -33.7% | +106.6% | -140.3% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling