-5.9%
TLT vs EFV
+26.5%
-32.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -1.6% | -2.0% | +0.4% | -1.2% |
| 30D | -1.3% | -0.2% | -1.2% | -1.3% |
| 3M | -3.7% | +9.1% | -12.9% | -5.4% |
| 6M | -6.4% | +11.7% | -18.1% | -8.5% |
| YTD | -4.5% | +17.0% | -21.5% | -7.1% |
| 1Y | -5.9% | +26.7% | -32.6% | -8.4% |
| All | -5.9% | +26.5% | -32.4% | -8.4% |
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