+130.4%
TLT vs EXPD
+1,605.3%
-1,474.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | -0.2% |
| 7D | +0.5% | -4.8% | +5.3% | +0.1% |
| 30D | +6.0% | -1.5% | +7.5% | +5.9% |
| 3M | -0.9% | +4.1% | -5.0% | -0.5% |
| 6M | -2.6% | +24.0% | -26.6% | -0.5% |
| YTD | -3.1% | +27.4% | -30.5% | -0.5% |
| 1Y | -4.4% | +38.4% | -42.7% | -0.9% |
| 3Y | +5.5% | +73.2% | -67.7% | +12.3% |
| 5Y | -34.7% | +59.9% | -94.6% | -30.7% |
| 10Y | -17.6% | +319.9% | -337.5% | +0.1% |
| All | +130.4% | +1,605.3% | -1,474.9% | +250.3% |
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