-34.6%
TLT vs ES
+1.4%
-36.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +6.2% | +7.1% | -0.9% | +4.9% |
| 3M | -0.3% | -1.9% | +1.6% | -0.1% |
| 6M | -3.4% | +4.4% | -7.7% | -4.2% |
| YTD | -3.1% | +7.3% | -10.4% | -4.6% |
| 1Y | -5.2% | +2.1% | -7.4% | -6.1% |
| 3Y | +6.5% | +41.8% | -35.4% | -2.1% |
| All | -34.6% | +1.4% | -36.0% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling