-12.6%
TLT vs ETR
+378.9%
-391.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.1% | +1.2% | -4.3% | -3.1% |
| 30D | +1.0% | +7.0% | -6.0% | +1.0% |
| 3M | -2.7% | +4.6% | -7.3% | -2.8% |
| 6M | -4.1% | +0.1% | -4.3% | -4.2% |
| YTD | -5.4% | +23.2% | -28.5% | -5.4% |
| 1Y | -7.0% | +20.6% | -27.6% | -7.1% |
| 3Y | +2.8% | +156.3% | -153.4% | +3.4% |
| 5Y | -35.4% | +159.6% | -195.0% | -34.6% |
| All | -12.6% | +378.9% | -391.5% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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