+42.6%
GEV vs TLT
-7.2%
+49.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +6.2% | -2.7% | +8.9% | +7.1% |
| 30D | -18.4% | +2.2% | -20.6% | -19.9% |
| 3M | -21.2% | -1.7% | -19.5% | -20.4% |
| 6M | -23.6% | -4.0% | -19.6% | -21.0% |
| YTD | +25.5% | -4.9% | +30.5% | +30.3% |
| 1Y | +42.6% | -7.4% | +50.0% | +58.0% |
| All | +42.6% | -7.2% | +49.8% | +58.0% |
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 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