+77.6%
TLT vs EFV
+258.8%
-181.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.1% |
| 7D | -0.4% | +1.5% | -1.9% | -0.1% |
| 30D | -0.6% | +1.7% | -2.3% | -0.2% |
| 3M | -2.7% | +8.6% | -11.4% | -1.1% |
| 6M | -5.6% | +11.7% | -17.3% | -3.5% |
| YTD | -2.8% | +19.3% | -22.1% | +0.8% |
| 1Y | -1.4% | +30.2% | -31.6% | +4.1% |
| 3Y | -1.6% | +91.6% | -93.2% | +13.2% |
| 5Y | -33.8% | +96.4% | -130.2% | -23.1% |
| 10Y | -21.1% | +166.5% | -187.6% | +1.5% |
| All | +77.6% | +258.8% | -181.3% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling