-12.3%
TLT vs ED
+136.7%
-149.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -0.3% | +2.1% | -2.4% | -0.3% |
| 30D | +3.7% | +12.4% | -8.7% | +3.5% |
| 3M | -0.7% | +13.1% | -13.8% | -0.9% |
| 6M | -4.2% | +14.1% | -18.3% | -4.4% |
| YTD | -4.0% | +23.1% | -27.0% | -4.3% |
| 1Y | -5.8% | +25.4% | -31.3% | -6.2% |
| 3Y | +4.1% | +47.9% | -43.7% | +4.0% |
| 5Y | -34.8% | +81.9% | -116.7% | -33.5% |
| 10Y | -12.3% | +141.3% | -153.6% | -16.7% |
| All | -12.3% | +136.7% | -149.0% | -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