+70.3%
TLT vs ET
+1,310.3%
-1,240.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.1% | +2.5% | -5.6% | -2.9% |
| 30D | +1.0% | -2.5% | +3.5% | +0.9% |
| 3M | -2.7% | -4.9% | +2.1% | -3.0% |
| 6M | -4.1% | -0.1% | -4.1% | -4.1% |
| YTD | -5.4% | +26.2% | -31.6% | -3.7% |
| 1Y | -7.0% | +25.2% | -32.2% | -5.5% |
| 3Y | +2.8% | +84.2% | -81.4% | +7.7% |
| 5Y | -35.4% | +216.1% | -251.4% | -29.3% |
| 10Y | -13.1% | +160.7% | -173.8% | -3.5% |
| All | +70.3% | +1,310.3% | -1,240.0% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling