+131.2%
TLT vs EAT
+1,469.3%
-1,338.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.6% | +1.9% | -2.5% | -0.4% |
| 3M | -2.7% | +68.7% | -71.4% | -0.5% |
| 6M | -5.6% | +66.9% | -72.5% | -3.3% |
| YTD | -2.8% | +60.4% | -63.2% | -0.5% |
| 1Y | -1.4% | +44.0% | -45.4% | +0.5% |
| 3Y | -1.6% | +604.7% | -606.3% | +9.3% |
| 5Y | -33.8% | +347.0% | -380.8% | -27.5% |
| 10Y | -21.1% | +390.8% | -411.9% | -9.6% |
| All | +131.2% | +1,469.3% | -1,338.1% | +210.5% |
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 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