-16.6%
TLT vs EXPD
+304.0%
-320.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | -0.1% |
| 7D | +0.1% | -7.2% | +7.3% | -0.3% |
| 30D | +6.2% | -3.3% | +9.5% | +6.0% |
| 3M | +0.1% | +3.4% | -3.3% | +0.3% |
| 6M | -3.0% | +22.7% | -25.7% | -1.7% |
| YTD | -2.7% | +24.5% | -27.3% | -1.3% |
| 1Y | -4.8% | +38.6% | -43.5% | -2.8% |
| 3Y | +6.9% | +71.5% | -64.6% | +11.3% |
| 5Y | -34.5% | +56.2% | -90.7% | -32.6% |
| All | -16.6% | +304.0% | -320.6% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling