-5.9%
TLT vs TE
+136.1%
-141.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.6% | -1.1% |
| 7D | -1.6% | +0.9% | -2.5% | -1.6% |
| 30D | -1.3% | -16.3% | +14.9% | -1.3% |
| 3M | -3.7% | -40.8% | +37.0% | -3.7% |
| 6M | -6.4% | -42.6% | +36.3% | -6.4% |
| YTD | -4.5% | -31.4% | +27.0% | -4.2% |
| 1Y | -5.9% | +144.9% | -150.8% | -3.4% |
| All | -5.9% | +136.1% | -141.9% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling