-20.8%
TLT vs ET
+179.3%
-200.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.1% |
| 7D | -1.6% | +1.4% | -2.9% | -1.5% |
| 30D | -1.3% | +4.6% | -5.9% | -1.0% |
| 3M | -3.7% | +16.0% | -19.8% | -2.7% |
| 6M | -6.4% | +22.8% | -29.2% | -5.0% |
| YTD | -4.5% | +38.9% | -43.3% | -2.3% |
| 1Y | -5.9% | +34.1% | -39.9% | -3.9% |
| 3Y | -2.8% | +98.8% | -101.6% | +2.3% |
| 5Y | -35.1% | +246.8% | -281.9% | -28.2% |
| All | -20.8% | +179.3% | -200.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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