-2.1%
TLT vs EQT
+34.2%
-36.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.6% |
| 30D | -1.3% | +1.1% | -2.4% | -1.3% |
| 3M | -3.7% | +4.8% | -8.5% | -3.6% |
| 6M | -6.4% | -10.6% | +4.2% | -6.4% |
| YTD | -4.5% | +3.4% | -7.9% | -4.4% |
| 1Y | -5.9% | +8.7% | -14.5% | -5.8% |
| All | -2.1% | +34.2% | -36.3% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 3y: compounded portfolio wealth divided by compounded EQT 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…
3y analysis · Full analysis span regression · 6 months rolling