-0.9%
TLT vs EFV
+88.7%
-89.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | 0.0% | 0.0% | 0.0% | 0.0% |
| 3M | -2.9% | +8.4% | -11.3% | -4.7% |
| 6M | -6.3% | +12.3% | -18.6% | -8.8% |
| YTD | -3.3% | +17.4% | -20.7% | -7.0% |
| 1Y | -4.2% | +27.1% | -31.3% | -9.5% |
| All | -0.9% | +88.7% | -89.7% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling