-12.6%
TLT vs EW
+254.3%
-266.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -3.1% | +4.9% | -8.0% | -3.0% |
| 30D | +1.0% | +23.9% | -22.9% | +1.5% |
| 3M | -2.7% | +15.8% | -18.5% | -2.4% |
| 6M | -4.1% | +31.7% | -35.8% | -3.5% |
| YTD | -5.4% | +25.7% | -31.0% | -4.8% |
| 1Y | -7.0% | +24.4% | -31.4% | -6.5% |
| 3Y | +2.8% | +65.9% | -63.0% | +5.1% |
| 5Y | -35.4% | -7.6% | -27.7% | -36.1% |
| All | -12.6% | +254.3% | -266.9% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling