-34.5%
TLT vs ET
+215.7%
-250.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.1% | +2.5% | -5.6% | -3.0% |
| 30D | +1.0% | -2.5% | +3.5% | +1.0% |
| 3M | -2.7% | -4.9% | +2.1% | -2.9% |
| 6M | -4.1% | -0.1% | -4.1% | -4.1% |
| YTD | -5.4% | +26.2% | -31.6% | -4.8% |
| 1Y | -7.0% | +25.2% | -32.2% | -6.4% |
| 3Y | +2.8% | +84.2% | -81.4% | +4.9% |
| All | -34.5% | +215.7% | -250.3% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling