-34.7%
TLT vs EXPD
+62.8%
-97.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -0.1% |
| 7D | -1.0% | -1.6% | +0.5% | -1.0% |
| 30D | +3.7% | +0.6% | +3.1% | +3.6% |
| 3M | -0.8% | +9.8% | -10.6% | -1.2% |
| 6M | -3.6% | +25.8% | -29.3% | -4.5% |
| YTD | -3.9% | +31.3% | -35.2% | -5.2% |
| 1Y | -6.2% | +40.9% | -47.2% | -7.8% |
| 3Y | +4.2% | +74.7% | -70.6% | +1.0% |
| 5Y | -34.7% | +62.9% | -97.5% | -37.2% |
| All | -34.7% | +62.8% | -97.5% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling