+131.2%
TLT vs EXEL
+1,011.3%
-880.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.4% | +8.4% | -8.8% | -0.2% |
| 30D | -0.6% | +4.1% | -4.6% | -0.4% |
| 3M | -2.7% | +12.4% | -15.2% | -2.3% |
| 6M | -5.6% | +41.5% | -47.2% | -4.5% |
| YTD | -2.8% | +34.6% | -37.4% | -1.7% |
| 1Y | -1.4% | +57.9% | -59.3% | +0.3% |
| 3Y | -1.6% | +159.5% | -161.1% | +2.3% |
| 5Y | -33.8% | +198.5% | -232.3% | -30.6% |
| 10Y | -21.1% | +411.4% | -432.5% | -13.6% |
| All | +131.2% | +1,011.3% | -880.1% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling