-20.8%
TLT vs EFX
+41.8%
-62.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -1.6% | -11.1% | +9.6% | -1.3% |
| 30D | -1.3% | -7.4% | +6.0% | -1.1% |
| 3M | -3.7% | +1.5% | -5.2% | -3.8% |
| 6M | -6.4% | -13.7% | +7.3% | -6.1% |
| YTD | -4.5% | -21.9% | +17.4% | -4.0% |
| 1Y | -5.9% | -30.8% | +24.9% | -5.2% |
| 3Y | -2.8% | -12.4% | +9.6% | -2.1% |
| 5Y | -35.1% | -35.9% | +0.9% | -35.9% |
| All | -20.8% | +41.8% | -62.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling