+9.6%
TLT vs ESI
+224.6%
-215.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | +0.3% |
| 7D | -0.4% | +3.3% | -3.8% | -0.3% |
| 30D | -0.6% | -5.9% | +5.3% | -0.8% |
| 3M | -2.7% | -14.1% | +11.4% | -3.3% |
| 6M | -5.6% | +6.6% | -12.2% | -5.0% |
| YTD | -2.8% | +45.0% | -47.8% | -0.4% |
| 1Y | -1.4% | +41.5% | -42.9% | +0.9% |
| 3Y | -1.6% | +78.8% | -80.3% | +2.7% |
| 5Y | -33.8% | +70.9% | -104.7% | -30.8% |
| 10Y | -21.1% | +317.1% | -338.2% | -8.8% |
| All | +9.6% | +224.6% | -215.0% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling