+131.2%
TLT vs ED
+667.1%
-535.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.6% | -0.1% | -0.4% | -0.6% |
| 3M | -2.7% | +3.9% | -6.7% | -2.6% |
| 6M | -5.6% | -3.0% | -2.6% | -5.7% |
| YTD | -2.8% | +10.7% | -13.5% | -2.5% |
| 1Y | -1.4% | +13.3% | -14.8% | -1.1% |
| 3Y | -1.6% | +34.5% | -36.1% | -0.4% |
| 5Y | -33.8% | +67.1% | -101.0% | -31.8% |
| 10Y | -21.1% | +103.0% | -124.2% | -17.3% |
| All | +131.2% | +667.1% | -535.9% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling