-12.5%
TLT vs ED
+132.0%
-144.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +5.1% | +11.6% | -6.5% | +4.9% |
| 3M | -0.2% | +10.5% | -10.7% | -0.4% |
| 6M | -2.9% | +13.2% | -16.1% | -3.2% |
| YTD | -2.7% | +22.1% | -24.8% | -3.0% |
| 1Y | -4.6% | +24.2% | -28.8% | -5.0% |
| 3Y | +6.1% | +46.9% | -40.8% | +6.0% |
| 5Y | -35.1% | +80.8% | -116.0% | -33.8% |
| 10Y | -12.5% | +134.3% | -146.7% | -16.7% |
| All | -12.5% | +132.0% | -144.5% | -16.7% |
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