+96.5%
TLT vs EXR
+3,094.9%
-2,998.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | +5.2% | -5.1% | +0.3% |
| 30D | +6.2% | +20.9% | -14.7% | +7.1% |
| 3M | -0.3% | +7.7% | -8.1% | 0.0% |
| 6M | -3.4% | +13.2% | -16.5% | -2.8% |
| YTD | -3.1% | +26.5% | -29.6% | -2.0% |
| 1Y | -5.2% | +27.2% | -32.4% | -4.1% |
| 3Y | +6.5% | +71.5% | -65.1% | +10.2% |
| 5Y | -34.7% | +0.4% | -35.1% | -34.6% |
| 10Y | -17.6% | +225.2% | -242.8% | -7.7% |
| All | +96.5% | +3,094.9% | -2,998.4% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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