+131.2%
TLT vs EW
+4,442.3%
-4,311.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -0.6% | +1.0% | -1.6% | -0.5% |
| 3M | -2.7% | +2.8% | -5.5% | -2.6% |
| 6M | -5.6% | +5.5% | -11.1% | -5.3% |
| YTD | -2.8% | +5.5% | -8.2% | -2.4% |
| 1Y | -1.4% | +11.0% | -12.5% | -0.7% |
| 3Y | -1.6% | +17.7% | -19.3% | +0.3% |
| 5Y | -33.8% | -25.7% | -8.1% | -34.6% |
| 10Y | -21.1% | +132.8% | -153.9% | -11.9% |
| All | +131.2% | +4,442.3% | -4,311.1% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling