+131.3%
TLT vs ECL
+1,660.0%
-1,528.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.2% |
| 7D | +0.1% | -0.8% | +0.9% | 0.0% |
| 30D | +6.2% | +8.1% | -1.9% | +7.2% |
| 3M | +0.1% | +6.4% | -6.3% | +0.8% |
| 6M | -3.0% | +14.8% | -17.7% | -1.3% |
| YTD | -2.7% | +15.5% | -18.2% | -0.9% |
| 1Y | -4.8% | +20.1% | -25.0% | -2.6% |
| 3Y | +6.9% | +77.8% | -70.8% | +15.8% |
| 5Y | -34.5% | +37.9% | -72.3% | -31.6% |
| 10Y | -17.3% | +202.7% | -219.9% | +2.6% |
| All | +131.3% | +1,660.0% | -1,528.6% | +301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling