-34.5%
TLT vs ECL
+38.6%
-73.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -3.1% | +2.9% | -6.0% | -3.4% |
| 30D | +1.0% | +7.5% | -6.4% | +0.3% |
| 3M | -2.7% | +12.2% | -15.0% | -3.8% |
| 6M | -4.1% | +24.6% | -28.7% | -6.2% |
| YTD | -5.4% | +18.8% | -24.1% | -7.0% |
| 1Y | -7.0% | +19.3% | -26.4% | -8.7% |
| 3Y | +2.8% | +78.2% | -75.4% | -2.4% |
| All | -34.5% | +38.6% | -73.1% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling