+72.9%
TLT vs EFV
+249.2%
-176.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.1% | +2.5% | -5.6% | -2.6% |
| 30D | +1.0% | +2.9% | -1.9% | +1.6% |
| 3M | -2.7% | -1.4% | -1.3% | -3.0% |
| 6M | -4.1% | +5.5% | -9.7% | -3.1% |
| YTD | -5.4% | +16.1% | -21.4% | -2.4% |
| 1Y | -7.0% | +20.3% | -27.3% | -3.3% |
| 3Y | +2.8% | +90.4% | -87.6% | +18.2% |
| 5Y | -35.4% | +93.5% | -128.9% | -25.1% |
| 10Y | -13.1% | +161.5% | -174.6% | +11.4% |
| All | +72.9% | +249.2% | -176.3% | +141.3% |
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