+6.9%
TLT vs ED
+44.5%
-37.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +0.1% | +1.6% | -1.5% | -0.2% |
| 30D | +6.2% | +13.3% | -7.1% | +3.6% |
| 3M | +0.1% | +9.7% | -9.7% | -1.8% |
| 6M | -3.0% | +12.8% | -15.7% | -5.4% |
| YTD | -2.7% | +22.3% | -25.0% | -7.0% |
| 1Y | -4.8% | +26.3% | -31.1% | -9.8% |
| 3Y | +6.9% | +45.0% | -38.1% | -2.4% |
| All | +6.9% | +44.5% | -37.6% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling