-5.6%
TLT vs EXPD
+53.8%
-59.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +6.0% | +1.8% | +4.2% | +6.0% |
| 3M | -0.9% | +8.9% | -9.8% | -0.9% |
| 6M | -2.3% | +42.2% | -44.5% | -2.0% |
| YTD | -3.3% | +33.4% | -36.7% | -3.8% |
| 1Y | -5.6% | +47.2% | -52.8% | -6.0% |
| All | -5.6% | +53.8% | -59.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling