-11.4%
TLT vs EWT
+467.1%
-478.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | +0.2% |
| 7D | -1.0% | +3.2% | -4.2% | -0.9% |
| 30D | +4.1% | -12.3% | +16.4% | +3.8% |
| 3M | -0.4% | -3.6% | +3.3% | -0.4% |
| 6M | -3.2% | +3.1% | -6.3% | -3.0% |
| YTD | -3.5% | +57.7% | -61.2% | -1.6% |
| 1Y | -5.8% | +60.3% | -66.1% | -3.8% |
| 3Y | +4.6% | +163.4% | -158.8% | +10.4% |
| 5Y | -34.4% | +127.4% | -161.8% | -32.2% |
| 10Y | -11.4% | +462.7% | -474.1% | -2.1% |
| All | -11.4% | +467.1% | -478.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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