-33.7%
TLT vs TE
-41.1%
+7.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -10.0% | -0.1% |
| 7D | +0.4% | +18.2% | -17.8% | +0.3% |
| 30D | -0.3% | -13.5% | +13.2% | -0.2% |
| 3M | -1.7% | -44.6% | +42.8% | -1.6% |
| 6M | -4.9% | -24.7% | +19.8% | -4.9% |
| YTD | -2.8% | -24.3% | +21.5% | -2.8% |
| 1Y | -4.2% | +155.6% | -159.8% | -4.8% |
| 3Y | -1.1% | -18.3% | +17.2% | -0.6% |
| 5Y | -33.7% | -41.3% | +7.6% | -34.0% |
| All | -33.7% | -41.1% | +7.4% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling