-12.5%
TLT vs ECL
+205.6%
-218.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | +0.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +5.1% | +8.8% | -3.7% | +5.5% |
| 3M | -0.2% | +7.8% | -8.0% | +0.1% |
| 6M | -2.9% | +21.3% | -24.2% | -2.1% |
| YTD | -2.7% | +17.8% | -20.5% | -1.9% |
| 1Y | -4.6% | +21.1% | -25.7% | -3.7% |
| 3Y | +6.1% | +80.1% | -74.0% | +10.5% |
| 5Y | -35.1% | +40.5% | -75.6% | -35.0% |
| 10Y | -12.5% | +197.7% | -210.2% | -1.2% |
| All | -12.5% | +205.6% | -218.1% | -1.2% |
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