-20.7%
TLT vs ED
+104.2%
-124.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -0.3% | +1.1% | -1.4% | -0.3% |
| 3M | -1.7% | +4.6% | -6.4% | -1.9% |
| 6M | -4.9% | -2.0% | -2.9% | -4.9% |
| YTD | -2.8% | +11.7% | -14.5% | -3.1% |
| 1Y | -4.2% | +15.7% | -19.9% | -4.6% |
| 3Y | -1.1% | +34.4% | -35.5% | -1.3% |
| 5Y | -33.7% | +67.3% | -101.0% | -32.6% |
| 10Y | -20.7% | +104.0% | -124.7% | -24.6% |
| All | -20.7% | +104.2% | -124.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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