-33.3%
TLT vs EXPE
+111.8%
-145.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -0.4% | -9.5% | +9.1% | -0.3% |
| 30D | -0.6% | -6.6% | +6.1% | -0.5% |
| 3M | -2.7% | +31.4% | -34.1% | -3.1% |
| 6M | -5.6% | +35.2% | -40.8% | -6.1% |
| YTD | -2.8% | +5.8% | -8.6% | -3.0% |
| 1Y | -1.4% | +38.7% | -40.1% | -2.0% |
| 3Y | -1.6% | +175.8% | -177.4% | -3.4% |
| All | -33.3% | +111.8% | -145.0% | -35.8% |
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