-34.7%
TLT vs EXE
+161.7%
-196.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.3% |
| 7D | -0.3% | -2.2% | +1.9% | -0.3% |
| 30D | +3.7% | -0.3% | +4.0% | +3.7% |
| 3M | -0.7% | -9.3% | +8.7% | -0.9% |
| 6M | -4.2% | -7.2% | +3.0% | -4.3% |
| YTD | -4.0% | -18.9% | +14.9% | -4.2% |
| 1Y | -5.8% | -21.7% | +15.9% | -6.2% |
| 3Y | +4.1% | +21.0% | -16.9% | +4.7% |
| 5Y | -34.8% | +76.0% | -110.8% | -32.0% |
| All | -34.7% | +161.7% | -196.4% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling