-2.6%
TLT vs EXPD
+27.5%
-30.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.3% |
| 7D | +0.5% | -4.8% | +5.3% | +0.6% |
| 30D | +6.0% | -1.5% | +7.5% | +5.9% |
| 3M | -0.9% | +4.1% | -5.0% | -1.2% |
| 6M | -2.6% | +24.0% | -26.6% | -2.4% |
| All | -2.6% | +27.5% | -30.1% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling