-19.3%
TLT vs EL
+32.7%
-52.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.4% | +1.7% | -1.3% | +0.4% |
| 30D | -0.3% | +15.5% | -15.8% | -0.1% |
| 3M | -1.7% | +20.6% | -22.3% | -1.4% |
| 6M | -4.9% | +10.5% | -15.4% | -4.8% |
| YTD | -2.8% | -1.9% | -0.9% | -2.8% |
| 1Y | -4.2% | +16.1% | -20.3% | -3.8% |
| 3Y | -1.1% | -30.2% | +29.1% | -2.5% |
| 5Y | -33.7% | -67.4% | +33.7% | -38.0% |
| All | -19.3% | +32.7% | -52.0% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling