-19.8%
TLT vs EWT
+510.6%
-530.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.3% | +2.1% | -2.4% | -0.2% |
| 30D | 0.0% | +9.4% | -9.4% | +0.2% |
| 3M | -2.9% | +10.9% | -13.7% | -2.6% |
| 6M | -6.3% | +57.9% | -64.2% | -4.9% |
| YTD | -3.3% | +75.9% | -79.3% | -1.5% |
| 1Y | -4.2% | +89.7% | -93.9% | -2.0% |
| 3Y | -1.7% | +200.9% | -202.5% | +3.5% |
| 5Y | -34.9% | +154.5% | -189.4% | -32.9% |
| 10Y | -19.8% | +520.8% | -540.6% | -12.4% |
| All | -19.8% | +510.6% | -530.4% | -12.4% |
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