-19.8%
TLT vs ES
+83.1%
-102.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | 0.0% | -1.0% | +1.0% | 0.0% |
| 3M | -2.9% | +1.5% | -4.4% | -2.9% |
| 6M | -6.3% | -3.5% | -2.8% | -6.2% |
| YTD | -3.3% | +7.0% | -10.3% | -3.7% |
| 1Y | -4.2% | +15.3% | -19.5% | -4.9% |
| 3Y | -1.7% | +30.2% | -31.9% | -3.0% |
| 5Y | -34.9% | -4.3% | -30.6% | -36.2% |
| 10Y | -19.8% | +87.5% | -107.3% | -31.3% |
| All | -19.8% | +83.1% | -102.9% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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