-12.6%
TLT vs ESI
+318.1%
-330.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.5% |
| 7D | -3.1% | +5.5% | -8.6% | -2.9% |
| 30D | +1.0% | -7.8% | +8.8% | +0.8% |
| 3M | -2.7% | -15.0% | +12.3% | -3.3% |
| 6M | -4.1% | -24.9% | +20.8% | -5.1% |
| YTD | -5.4% | +33.2% | -38.6% | -3.4% |
| 1Y | -7.0% | +24.9% | -32.0% | -5.3% |
| 3Y | +2.8% | +77.8% | -74.9% | +7.7% |
| 5Y | -35.4% | +37.1% | -72.5% | -33.7% |
| All | -12.6% | +318.1% | -330.7% | +3.7% |
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