+1,237.1%
AAPL vs TLT
-20.1%
+1,257.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.4% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | +8.6% | -2.9% | +11.5% | +8.1% |
| 6M | +21.6% | -6.3% | +27.8% | +20.2% |
| YTD | +16.3% | -3.3% | +19.7% | +15.7% |
| 1Y | +35.1% | -4.2% | +39.3% | +34.1% |
| 3Y | +79.4% | -1.7% | +81.0% | +78.9% |
| 5Y | +109.8% | -34.9% | +144.7% | +76.0% |
| 10Y | +1,237.1% | -19.8% | +1,256.9% | +1,148.0% |
| All | +1,237.1% | -20.1% | +1,257.2% | +1,148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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