{"schemaVersion":1,"ticker":"TLT","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/tlt/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, TLT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/tlt/"},"benchmark":{"ticker":"BBLB","name":"ICE U.S. Treasury 20+ Year Bond Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"TLT","b":"BBLB","window":{"from":"2023-04-28","to":"2026-10-23","firstReturn":"2023-05-05","weeklyReturns":182,"years":3.49,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04586445,"perWeek":0.0008820086,"days":872,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":-0.11702898,"b":-0.11409661,"edge":"BBLB (slight)","lead":"BBLB"},"annualised":{"a":-0.03493597,"b":-0.03402134,"edge":"BBLB (slight)","lead":"BBLB"},"price":{"a":-0.23595717,"b":-0.24748973,"edge":"TLT (slight)","lead":"TLT"},"volatility":{"a":0.13249726,"b":0.13098072,"edge":"Tie"},"downsideDeviation":{"a":0.09875712,"b":0.09787956,"edge":"Tie"},"maxDrawdown":{"a":-0.20469529,"b":-0.20488089,"edge":"Tie","aPeak":"2023-04-28","aTrough":"2023-10-20","bPeak":"2023-04-28","bTrough":"2023-10-20"},"excess":{"a":-0.07267768,"b":-0.0719271,"edge":"Tie"},"sharpe":{"a":-0.54852211,"b":-0.54914268,"edge":"Tie"},"sortino":{"a":-0.7359234,"b":-0.73485313,"edge":"Tie"},"calmar":{"a":-0.17067305,"b":-0.16605423,"edge":"BBLB (slight)","lead":"BBLB"}},"relative":{"TLT":{"on":"BBLB","beta":1.0100161,"r2":0.99691367,"alpha":-3.014e-05,"alphaT":-0.0076178,"alphaLow":-0.0078381,"alphaHigh":0.00777781,"upsideCapture":1.02352597,"downsideCapture":1.01187421,"treynor":-0.07195695,"trackingError":0.00747685,"informationRatio":-0.10038622,"upWeeks":90,"downWeeks":92,"treynorReference":-0.0719271,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"TLT (slight)","lead":"TLT"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"BBLB","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"TLT":{"kept":"2026-10-26","distributions":42,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":182,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.11702898}},"BBLB":{"kept":"2026-10-26","distributions":42,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":182,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":-0.11409661}}}}