-10.9%
TLT vs ECL
+196.2%
-207.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | +0.1% |
| 7D | -1.0% | -2.3% | +1.2% | -1.1% |
| 30D | +4.1% | +8.3% | -4.2% | +4.5% |
| 3M | -0.4% | +8.4% | -8.8% | 0.0% |
| 6M | -3.2% | +23.3% | -26.4% | -2.2% |
| YTD | -3.5% | +18.2% | -21.7% | -2.7% |
| 1Y | -5.8% | +18.8% | -24.6% | -5.0% |
| 3Y | +4.6% | +78.5% | -73.9% | +8.8% |
| 5Y | -34.4% | +40.1% | -74.5% | -34.3% |
| All | -10.9% | +196.2% | -207.1% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling