+131.2%
TLT vs ES
+924.1%
-792.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -0.6% | -2.0% | +1.4% | -0.6% |
| 3M | -2.7% | +1.7% | -4.4% | -2.7% |
| 6M | -5.6% | -3.5% | -2.1% | -5.7% |
| YTD | -2.8% | +7.9% | -10.7% | -2.4% |
| 1Y | -1.4% | +17.2% | -18.6% | -0.7% |
| 3Y | -1.6% | +29.3% | -30.9% | -0.3% |
| 5Y | -33.8% | -5.7% | -28.1% | -34.5% |
| 10Y | -21.1% | +85.2% | -106.4% | -15.4% |
| All | +131.2% | +924.1% | -792.9% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling