-34.5%
TLT vs EFX
-35.1%
+0.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.3% |
| 7D | +0.4% | -7.8% | +8.2% | +1.2% |
| 30D | -0.3% | -5.7% | +5.4% | +0.2% |
| 3M | -1.7% | +2.5% | -4.3% | -2.3% |
| 6M | -4.9% | -16.7% | +11.8% | -3.4% |
| YTD | -2.8% | -20.2% | +17.4% | -1.0% |
| 1Y | -4.2% | -31.4% | +27.2% | -0.8% |
| 3Y | -1.1% | -10.5% | +9.4% | -1.9% |
| All | -34.5% | -35.1% | +0.6% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling