-12.3%
TLT vs EAT
+328.6%
-341.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.4% |
| 7D | -0.3% | -5.9% | +5.6% | -0.4% |
| 30D | +3.7% | +0.7% | +3.1% | +3.8% |
| 3M | -0.7% | -14.2% | +13.6% | -0.9% |
| 6M | -4.2% | +40.7% | -44.9% | -3.4% |
| YTD | -4.0% | +36.0% | -39.9% | -3.2% |
| 1Y | -5.8% | +83.1% | -88.9% | -4.4% |
| 3Y | +4.1% | +474.8% | -470.7% | +9.8% |
| 5Y | -34.8% | +347.6% | -382.4% | -31.5% |
| 10Y | -12.3% | +321.5% | -333.9% | -10.1% |
| All | -12.3% | +328.6% | -341.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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