-12.3%
TLT vs ESI
+306.3%
-318.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -0.3% | -6.6% | +6.3% | -0.5% |
| 30D | +3.7% | -9.8% | +13.5% | +3.3% |
| 3M | -0.7% | -11.9% | +11.3% | -1.1% |
| 6M | -4.2% | -25.1% | +20.9% | -5.2% |
| YTD | -4.0% | +31.9% | -35.9% | -2.0% |
| 1Y | -5.8% | +19.2% | -25.0% | -4.4% |
| 3Y | +4.1% | +76.2% | -72.1% | +9.0% |
| 5Y | -34.8% | +39.4% | -74.2% | -33.0% |
| 10Y | -12.3% | +304.9% | -317.2% | +2.6% |
| All | -12.3% | +306.3% | -318.6% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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