-28.5%
TLT vs TE
-52.9%
+24.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -1.1% | -5.9% | +4.8% | -1.1% |
| 3M | -4.9% | -45.6% | +40.7% | -4.7% |
| 6M | -5.0% | -43.4% | +38.3% | -5.0% |
| YTD | -4.4% | -31.0% | +26.6% | -4.4% |
| 1Y | -6.4% | +145.2% | -151.6% | -6.7% |
| 3Y | -2.0% | -24.1% | +22.1% | -1.6% |
| 5Y | -35.0% | -48.1% | +13.1% | -33.9% |
| All | -28.5% | -52.9% | +24.3% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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