-12.5%
TLT vs EXPD
+334.2%
-346.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | +0.2% |
| 7D | +0.3% | -5.5% | +5.8% | 0.0% |
| 30D | +5.1% | -1.9% | +7.0% | +5.0% |
| 3M | -0.2% | +6.1% | -6.3% | +0.2% |
| 6M | -2.9% | +21.6% | -24.5% | -1.7% |
| YTD | -2.7% | +27.9% | -30.6% | -1.1% |
| 1Y | -4.6% | +39.4% | -44.0% | -2.5% |
| 3Y | +6.1% | +72.7% | -66.6% | +10.5% |
| 5Y | -35.1% | +60.3% | -95.4% | -33.1% |
| 10Y | -12.5% | +332.6% | -345.1% | +11.9% |
| All | -12.5% | +334.2% | -346.6% | +11.9% |
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