-7.4%
TLT vs EFV
+19.3%
-26.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +2.2% | +2.0% | +0.1% | +1.6% |
| 3M | -1.7% | -1.6% | -0.1% | -1.4% |
| 6M | -4.0% | +5.8% | -9.7% | -5.2% |
| YTD | -4.9% | +15.6% | -20.6% | -8.1% |
| 1Y | -7.4% | +19.0% | -26.3% | -10.8% |
| All | -7.4% | +19.3% | -26.7% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling