+2.8%
TLT vs EXPE
+121.7%
-118.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | +1.0% | -6.1% | +7.1% | +1.1% |
| 3M | -2.7% | -21.3% | +18.6% | -2.5% |
| 6M | -4.1% | +19.0% | -23.2% | -4.2% |
| YTD | -5.4% | -8.4% | +3.1% | -5.3% |
| 1Y | -7.0% | -2.8% | -4.2% | -7.0% |
| 3Y | +2.8% | +120.8% | -117.9% | +6.6% |
| All | +2.8% | +121.7% | -118.8% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling