+52.4%
GEV vs TLT
-5.4%
+57.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.4% |
| 7D | -5.1% | +1.0% | -6.1% | -5.4% |
| 30D | -15.8% | +6.0% | -21.9% | -18.3% |
| 3M | -18.2% | -0.9% | -17.3% | -16.9% |
| 6M | -22.4% | -2.3% | -20.1% | -20.1% |
| YTD | +27.7% | -3.3% | +31.1% | +32.6% |
| 1Y | +52.4% | -5.6% | +58.0% | +58.9% |
| All | +52.4% | -5.4% | +57.8% | +58.9% |
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