-12.5%
TLT vs ES
+82.6%
-95.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +5.1% | +5.7% | -0.6% | +4.8% |
| 3M | -0.2% | -2.8% | +2.6% | -0.1% |
| 6M | -2.9% | +7.0% | -9.9% | -3.2% |
| YTD | -2.7% | +6.8% | -9.5% | -3.0% |
| 1Y | -4.6% | -0.5% | -4.1% | -4.7% |
| 3Y | +6.1% | +47.2% | -41.1% | +4.8% |
| 5Y | -35.1% | +2.3% | -37.4% | -36.1% |
| 10Y | -12.5% | +85.6% | -98.1% | -24.7% |
| All | -12.5% | +82.6% | -95.1% | -24.7% |
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