-34.5%
TLT vs ETR
+125.6%
-160.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | -0.3% | +1.9% | -2.2% | -0.5% |
| 3M | -1.7% | +1.0% | -2.7% | -1.9% |
| 6M | -4.9% | +4.8% | -9.7% | -5.5% |
| YTD | -2.8% | +19.5% | -22.3% | -4.8% |
| 1Y | -4.2% | +28.1% | -32.3% | -6.9% |
| 3Y | -1.1% | +151.1% | -152.2% | -11.7% |
| All | -34.5% | +125.6% | -160.1% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling