+229.5%
EWY vs TLT
-12.6%
+242.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +4.2% | -3.1% | +7.3% | +3.9% |
| 30D | -10.7% | +1.0% | -11.7% | -10.6% |
| 3M | -20.1% | -2.7% | -17.3% | -20.2% |
| 6M | -24.3% | -4.1% | -20.2% | -24.6% |
| YTD | +46.9% | -5.4% | +52.2% | +46.1% |
| 1Y | +55.2% | -7.0% | +62.2% | +54.0% |
| 3Y | +157.0% | +2.8% | +154.1% | +160.6% |
| 5Y | +98.9% | -35.4% | +134.2% | +69.1% |
| All | +229.5% | -12.6% | +242.1% | +202.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling