+2,662.4%
DELL vs TLT
-12.6%
+2,675.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.3% |
| 7D | +4.9% | -3.1% | +8.0% | +4.1% |
| 30D | -32.1% | +1.0% | -33.1% | -31.9% |
| 3M | -30.2% | -2.7% | -27.5% | -30.6% |
| 6M | +41.7% | -4.1% | +45.9% | +40.4% |
| YTD | +176.6% | -5.4% | +181.9% | +173.0% |
| 1Y | +159.9% | -7.0% | +167.0% | +155.3% |
| 3Y | +388.0% | +2.8% | +385.1% | +396.5% |
| 5Y | +578.2% | -35.4% | +613.6% | +480.8% |
| All | +2,662.4% | -12.6% | +2,675.0% | +2,526.6% |
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