-5.6%
TLT vs EL
+25.6%
-31.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.5% |
| 7D | +1.0% | +2.5% | -1.5% | +0.8% |
| 30D | +6.0% | +20.1% | -14.1% | +5.0% |
| 3M | -0.9% | +29.3% | -30.2% | -2.2% |
| 6M | -2.3% | +38.8% | -41.0% | -3.8% |
| YTD | -3.3% | +8.1% | -11.4% | -5.7% |
| 1Y | -5.6% | +22.3% | -27.9% | -8.6% |
| All | -5.6% | +25.6% | -31.2% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling