-34.3%
TLT vs EW
-14.5%
-19.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +0.1% | +11.0% | -10.9% | -0.4% |
| 30D | +6.2% | +19.1% | -12.9% | +5.3% |
| 3M | +0.1% | +14.4% | -14.3% | -0.6% |
| 6M | -3.0% | +22.8% | -25.7% | -3.9% |
| YTD | -2.7% | +19.8% | -22.5% | -3.6% |
| 1Y | -4.8% | +23.9% | -28.7% | -5.9% |
| 3Y | +6.9% | +52.2% | -45.3% | +3.8% |
| All | -34.3% | -14.5% | -19.9% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling