-34.5%
TLT vs EFX
-30.1%
-4.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | +1.0% | +25.1% | -24.1% | -1.5% |
| 3M | -2.7% | +1.7% | -4.4% | -3.1% |
| 6M | -4.1% | +18.4% | -22.5% | -6.3% |
| YTD | -5.4% | -12.5% | +7.2% | -4.7% |
| 1Y | -7.0% | -8.1% | +1.1% | -6.9% |
| 3Y | +2.8% | +4.8% | -2.0% | +0.1% |
| All | -34.5% | -30.1% | -4.4% | -37.4% |
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