-20.7%
TLT vs EXPE
+155.3%
-176.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.9% | +7.9% | -0.1% |
| 7D | +0.4% | -9.8% | +10.2% | +0.2% |
| 30D | -0.3% | -11.5% | +11.2% | -0.5% |
| 3M | -1.7% | +21.7% | -23.4% | -1.3% |
| 6M | -4.9% | +10.4% | -15.3% | -4.7% |
| YTD | -2.8% | -2.5% | -0.3% | -2.7% |
| 1Y | -4.2% | +27.3% | -31.5% | -3.5% |
| 3Y | -1.1% | +153.5% | -154.6% | +1.8% |
| 5Y | -33.7% | +91.1% | -124.8% | -32.2% |
| 10Y | -20.7% | +153.1% | -173.8% | -17.1% |
| All | -20.7% | +155.3% | -176.0% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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