-5.6%
TLT vs EW
+19.7%
-25.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.5% |
| 7D | +1.0% | +8.3% | -7.3% | +0.4% |
| 30D | +6.0% | +13.9% | -7.9% | +5.0% |
| 3M | -0.9% | +10.9% | -11.8% | -1.7% |
| 6M | -2.3% | +19.2% | -21.5% | -3.5% |
| YTD | -3.3% | +16.6% | -19.9% | -4.1% |
| 1Y | -5.6% | +18.1% | -23.7% | -6.5% |
| All | -5.6% | +19.7% | -25.3% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling