-35.4%
TLT vs EQT
+192.5%
-227.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -1.6% | -2.0% | +0.4% | -1.7% |
| 30D | -1.1% | 0.0% | -1.2% | -1.1% |
| 3M | -4.9% | +5.9% | -10.8% | -4.7% |
| 6M | -5.0% | -14.8% | +9.8% | -5.3% |
| YTD | -4.4% | +1.8% | -6.1% | -4.3% |
| 1Y | -6.4% | +7.4% | -13.7% | -6.2% |
| 3Y | -2.0% | +33.6% | -35.6% | -1.1% |
| All | -35.4% | +192.5% | -227.9% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling