+97.2%
TLT vs EXR
+2,662.2%
-2,565.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.1% |
| 7D | -0.4% | -2.6% | +2.1% | -0.5% |
| 30D | -0.6% | -7.2% | +6.6% | -0.9% |
| 3M | -2.7% | -3.5% | +0.8% | -2.9% |
| 6M | -5.6% | -5.3% | -0.3% | -5.8% |
| YTD | -2.8% | +9.4% | -12.1% | -2.3% |
| 1Y | -1.4% | +1.3% | -2.8% | -1.3% |
| 3Y | -1.6% | +22.4% | -24.0% | -0.1% |
| 5Y | -33.8% | -12.2% | -21.6% | -34.0% |
| 10Y | -21.1% | +148.6% | -169.7% | -13.1% |
| All | +97.2% | +2,662.2% | -2,565.0% | +177.1% |
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