+131.2%
TLT vs EXPD
+1,604.6%
-1,473.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.3% |
| 7D | -0.4% | -1.1% | +0.7% | -0.5% |
| 30D | -0.6% | +4.1% | -4.6% | -0.2% |
| 3M | -2.7% | +17.9% | -20.6% | -1.1% |
| 6M | -5.6% | +29.2% | -34.9% | -3.1% |
| YTD | -2.8% | +27.4% | -30.1% | -0.2% |
| 1Y | -1.4% | +56.8% | -58.3% | +3.4% |
| 3Y | -1.6% | +68.0% | -69.6% | +4.4% |
| 5Y | -33.8% | +61.9% | -95.7% | -29.6% |
| 10Y | -21.1% | +316.0% | -337.2% | -4.3% |
| All | +131.2% | +1,604.6% | -1,473.4% | +251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling