-19.8%
TLT vs EAT
+370.1%
-389.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.6% |
| 7D | -0.3% | -6.8% | +6.5% | -0.4% |
| 30D | 0.0% | -5.4% | +5.4% | -0.1% |
| 3M | -2.9% | +42.8% | -45.6% | -2.1% |
| 6M | -6.3% | +56.5% | -62.8% | -5.3% |
| YTD | -3.3% | +50.0% | -53.4% | -2.4% |
| 1Y | -4.2% | +38.3% | -42.5% | -3.4% |
| 3Y | -1.7% | +591.6% | -593.3% | +4.3% |
| 5Y | -34.9% | +312.6% | -347.5% | -31.9% |
| 10Y | -19.8% | +381.4% | -401.2% | -17.5% |
| All | -19.8% | +370.1% | -389.9% | -17.5% |
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