-11.8%
TLT vs EAT
+333.9%
-345.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | +0.1% |
| 7D | -1.0% | -8.9% | +7.9% | -1.2% |
| 30D | +3.7% | +3.4% | +0.3% | +3.8% |
| 3M | -0.8% | -9.3% | +8.6% | -0.9% |
| 6M | -3.6% | +43.8% | -47.3% | -2.8% |
| YTD | -3.9% | +39.9% | -43.8% | -3.1% |
| 1Y | -6.2% | +89.7% | -95.9% | -4.7% |
| 3Y | +4.2% | +491.3% | -487.1% | +9.9% |
| 5Y | -34.7% | +365.4% | -400.1% | -31.3% |
| 10Y | -11.8% | +325.9% | -337.7% | -9.7% |
| All | -11.8% | +333.9% | -345.7% | -9.7% |
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