+526.6%
GEV vs TLT
-4.8%
+531.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.1% |
| 7D | +6.2% | -2.7% | +8.9% | +5.9% |
| 30D | -18.4% | +2.2% | -20.6% | -18.3% |
| 3M | -21.2% | -1.7% | -19.5% | -21.3% |
| 6M | -23.6% | -4.0% | -19.6% | -23.7% |
| YTD | +25.5% | -4.9% | +30.5% | +25.3% |
| 1Y | +42.6% | -7.4% | +50.0% | +41.5% |
| All | +526.6% | -4.8% | +531.4% | +491.8% |
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 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