-34.3%
TLT vs EXEL
+260.1%
-294.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +6.2% | +19.0% | -12.9% | +5.6% |
| 3M | +0.1% | +33.3% | -33.2% | -0.9% |
| 6M | -3.0% | +42.9% | -45.8% | -4.0% |
| YTD | -2.7% | +58.7% | -61.5% | -4.1% |
| 1Y | -4.8% | +70.5% | -75.4% | -6.3% |
| 3Y | +6.9% | +233.8% | -226.9% | +3.2% |
| All | -34.3% | +260.1% | -294.4% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling