-11.8%
TLT vs ES
+92.3%
-104.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +3.7% | +6.7% | -3.0% | +3.4% |
| 3M | -0.8% | +0.3% | -1.1% | -0.8% |
| 6M | -3.6% | +7.4% | -11.0% | -3.9% |
| YTD | -3.9% | +8.4% | -12.3% | -4.3% |
| 1Y | -6.2% | +0.6% | -6.9% | -6.4% |
| 3Y | +4.2% | +50.6% | -46.5% | +2.9% |
| 5Y | -34.7% | +4.8% | -39.5% | -35.7% |
| 10Y | -11.8% | +93.1% | -104.9% | -24.2% |
| All | -11.8% | +92.3% | -104.1% | -24.2% |
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