+1,147.4%
EWY vs TLT
+130.6%
+1,016.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.7% |
| 7D | +4.8% | -0.4% | +5.2% | +4.6% |
| 30D | +11.7% | -0.6% | +12.2% | +11.4% |
| 3M | -7.4% | -2.7% | -4.7% | -8.8% |
| 6M | +40.6% | -5.6% | +46.2% | +36.0% |
| YTD | +94.3% | -2.8% | +97.1% | +90.7% |
| 1Y | +164.3% | -1.4% | +165.7% | +161.2% |
| 3Y | +221.0% | -1.6% | +222.6% | +216.2% |
| 5Y | +139.1% | -33.8% | +172.9% | +82.7% |
| 10Y | +298.8% | -21.1% | +319.9% | +256.9% |
| All | +1,147.4% | +130.6% | +1,016.8% | +2,869.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling