+131.2%
TLT vs EFX
+903.4%
-772.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.5% | -0.2% |
| 7D | -0.4% | -8.6% | +8.2% | -1.0% |
| 30D | -0.6% | +0.1% | -0.7% | -0.5% |
| 3M | -2.7% | +3.8% | -6.6% | -2.3% |
| 6M | -5.6% | -13.5% | +7.9% | -6.4% |
| YTD | -2.8% | -17.7% | +14.9% | -3.8% |
| 1Y | -1.4% | -25.6% | +24.1% | -3.1% |
| 3Y | -1.6% | -12.1% | +10.5% | -1.1% |
| 5Y | -33.8% | -33.8% | 0.0% | -35.5% |
| 10Y | -21.1% | +45.1% | -66.3% | -11.3% |
| All | +131.2% | +903.4% | -772.2% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling