-29.3%
TLT vs TE
-80.5%
+51.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.4% |
| 7D | -3.1% | -19.1% | +16.0% | -3.0% |
| 30D | +1.0% | -34.1% | +35.2% | +1.2% |
| 3M | -2.7% | -60.1% | +57.4% | -2.4% |
| 6M | -4.1% | -66.0% | +61.8% | -3.8% |
| YTD | -5.4% | -71.4% | +66.1% | -5.0% |
| 1Y | -7.0% | -45.3% | +38.3% | -6.9% |
| 3Y | +2.8% | +9.1% | -6.3% | +2.2% |
| 5Y | -35.4% | -82.6% | +47.2% | -34.2% |
| All | -29.3% | -80.5% | +51.2% | -34.1% |
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