-12.3%
TLT vs EW
+234.0%
-246.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.3% | +9.3% | -9.5% | -0.1% |
| 30D | +3.7% | +22.1% | -18.3% | +4.2% |
| 3M | -0.7% | +13.0% | -13.7% | -0.4% |
| 6M | -4.2% | +30.1% | -34.3% | -3.6% |
| YTD | -4.0% | +22.0% | -26.0% | -3.5% |
| 1Y | -5.8% | +23.7% | -29.5% | -5.3% |
| 3Y | +4.1% | +62.0% | -57.9% | +6.3% |
| 5Y | -34.8% | -12.4% | -22.4% | -35.7% |
| 10Y | -12.3% | +236.1% | -248.4% | -3.9% |
| All | -12.3% | +234.0% | -246.4% | -3.9% |
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