-34.3%
TLT vs EXPE
+43.3%
-77.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +0.1% |
| 7D | +0.1% | -9.3% | +9.4% | +0.2% |
| 30D | +6.2% | +0.1% | +6.0% | +6.1% |
| 3M | +0.1% | -15.3% | +15.4% | +0.3% |
| 6M | -3.0% | +5.5% | -8.4% | -3.1% |
| YTD | -2.7% | -8.0% | +5.2% | -2.7% |
| 1Y | -4.8% | +18.9% | -23.7% | -5.1% |
| 3Y | +6.9% | +135.5% | -128.6% | +5.5% |
| All | -34.3% | +43.3% | -77.7% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling