-12.3%
TLT vs EL
+60.9%
-73.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.3% |
| 7D | -0.3% | +7.6% | -7.9% | -0.2% |
| 30D | +3.7% | +15.7% | -12.0% | +3.9% |
| 3M | -0.7% | +30.5% | -31.2% | -0.2% |
| 6M | -4.2% | +32.5% | -36.7% | -3.7% |
| YTD | -4.0% | +9.4% | -13.4% | -3.9% |
| 1Y | -5.8% | +28.4% | -34.2% | -5.3% |
| 3Y | +4.1% | +4.4% | -0.3% | +4.3% |
| 5Y | -34.8% | -64.5% | +29.7% | -39.2% |
| 10Y | -12.3% | +64.9% | -77.2% | -8.3% |
| All | -12.3% | +60.9% | -73.2% | -8.3% |
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