-33.7%
TLT vs EXEL
+195.7%
-229.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +0.4% | +1.4% | -1.0% | +0.4% |
| 30D | -0.3% | +6.7% | -7.0% | -0.5% |
| 3M | -1.7% | +11.5% | -13.2% | -2.0% |
| 6M | -4.9% | +38.8% | -43.7% | -5.7% |
| YTD | -2.8% | +31.6% | -34.4% | -3.5% |
| 1Y | -4.2% | +53.0% | -57.2% | -5.2% |
| 3Y | -1.1% | +160.8% | -161.9% | -3.5% |
| 5Y | -33.7% | +190.1% | -223.8% | -34.3% |
| All | -33.7% | +195.7% | -229.5% | -34.3% |
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