-12.2%
TLT vs EXEL
+325.9%
-338.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -2.7% | +1.6% | -4.3% | -2.7% |
| 30D | +2.2% | +17.4% | -15.2% | +2.5% |
| 3M | -1.7% | +38.6% | -40.4% | -1.0% |
| 6M | -4.0% | +41.2% | -45.2% | -3.1% |
| YTD | -4.9% | +59.3% | -64.3% | -3.8% |
| 1Y | -7.4% | +60.2% | -67.6% | -6.2% |
| 3Y | +3.0% | +232.6% | -229.5% | +7.4% |
| 5Y | -35.1% | +285.9% | -320.9% | -31.6% |
| All | -12.2% | +325.9% | -338.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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