-11.4%
TLT vs EFX
+78.9%
-90.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.0% | -2.0% | +0.9% | -1.0% |
| 30D | +4.1% | +27.9% | -23.8% | +3.4% |
| 3M | -0.4% | +3.8% | -4.2% | -0.6% |
| 6M | -3.2% | +13.0% | -16.1% | -3.6% |
| YTD | -3.5% | -12.4% | +8.9% | -3.5% |
| 1Y | -5.8% | -10.4% | +4.6% | -5.8% |
| 3Y | +4.6% | +4.4% | +0.1% | +5.1% |
| 5Y | -34.4% | -28.9% | -5.5% | -35.7% |
| 10Y | -11.4% | +81.7% | -93.2% | -6.5% |
| All | -11.4% | +78.9% | -90.3% | -6.5% |
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