-20.7%
TLT vs EFV
+169.9%
-190.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.7% |
| 30D | -1.1% | +0.6% | -1.8% | -1.1% |
| 3M | -4.9% | +7.5% | -12.4% | -4.0% |
| 6M | -5.0% | +13.0% | -18.1% | -3.6% |
| YTD | -4.4% | +18.3% | -22.7% | -2.2% |
| 1Y | -6.4% | +26.7% | -33.1% | -3.4% |
| 3Y | -2.0% | +89.6% | -91.6% | +8.2% |
| 5Y | -35.0% | +98.2% | -133.2% | -27.7% |
| All | -20.7% | +169.9% | -190.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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