-20.7%
TLT vs EW
+124.3%
-145.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.1% |
| 7D | +0.4% | -4.4% | +4.8% | +0.3% |
| 30D | -0.3% | -3.3% | +3.0% | -0.4% |
| 3M | -1.7% | +1.0% | -2.7% | -1.7% |
| 6M | -4.9% | +6.2% | -11.1% | -4.7% |
| YTD | -2.8% | +1.7% | -4.5% | -2.7% |
| 1Y | -4.2% | +8.1% | -12.3% | -4.0% |
| 3Y | -1.1% | +17.1% | -18.2% | -0.2% |
| 5Y | -33.7% | -29.4% | -4.4% | -35.0% |
| 10Y | -20.7% | +121.7% | -142.4% | -14.1% |
| All | -20.7% | +124.3% | -145.0% | -14.1% |
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