+131.2%
TLT vs EL
+840.0%
-708.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | +0.4% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | -0.6% | +19.8% | -20.4% | +0.7% |
| 3M | -2.7% | +25.7% | -28.4% | -1.2% |
| 6M | -5.6% | +5.4% | -11.1% | -5.1% |
| YTD | -2.8% | +0.2% | -3.0% | -2.4% |
| 1Y | -1.4% | +20.4% | -21.9% | +0.5% |
| 3Y | -1.6% | -32.1% | +30.5% | -3.3% |
| 5Y | -33.8% | -67.2% | +33.4% | -39.1% |
| 10Y | -21.1% | +31.7% | -52.9% | -12.2% |
| All | +131.2% | +840.0% | -708.8% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling