-19.8%
TLT vs ECL
+149.7%
-169.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.7% |
| 7D | -0.3% | -2.7% | +2.5% | -0.4% |
| 30D | 0.0% | -4.3% | +4.3% | -0.2% |
| 3M | -2.9% | +3.2% | -6.1% | -2.7% |
| 6M | -6.3% | -2.9% | -3.4% | -6.4% |
| YTD | -3.3% | +4.3% | -7.6% | -3.1% |
| 1Y | -4.2% | +1.6% | -5.9% | -4.0% |
| 3Y | -1.7% | +54.3% | -55.9% | +1.6% |
| 5Y | -34.9% | +26.5% | -61.4% | -34.9% |
| 10Y | -19.8% | +155.6% | -175.4% | -9.1% |
| All | -19.8% | +149.7% | -169.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ECL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling