+131.4%
TLT vs EAT
+1,287.4%
-1,155.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.3% | -3.9% | +4.2% | +0.1% |
| 30D | +5.1% | +5.0% | +0.1% | +5.4% |
| 3M | -0.2% | -9.6% | +9.4% | -0.5% |
| 6M | -2.9% | +46.8% | -49.7% | -1.1% |
| YTD | -2.7% | +41.8% | -44.5% | -0.8% |
| 1Y | -4.6% | +98.3% | -102.9% | -1.3% |
| 3Y | +6.1% | +503.1% | -497.0% | +17.0% |
| 5Y | -35.1% | +356.7% | -391.8% | -28.7% |
| 10Y | -12.5% | +349.8% | -362.3% | +0.1% |
| All | +131.4% | +1,287.4% | -1,155.9% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling