+62.4%
EWY vs TLT
-5.4%
+67.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -3.0% |
| 7D | -8.3% | +1.0% | -9.3% | -9.6% |
| 30D | -20.5% | +6.0% | -26.6% | -28.8% |
| 3M | -11.1% | -0.9% | -10.2% | -8.5% |
| 6M | -7.0% | -2.3% | -4.7% | -0.4% |
| YTD | +56.5% | -3.3% | +59.8% | +72.8% |
| 1Y | +62.4% | -5.6% | +68.0% | +79.8% |
| All | +62.4% | -5.4% | +67.9% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling