+33.6%
KO vs TLT
-6.0%
+39.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.1% | -1.6% | +0.5% | -0.7% |
| 30D | +1.6% | -1.3% | +2.9% | +1.9% |
| 3M | +5.8% | -3.7% | +9.5% | +6.6% |
| 6M | +14.3% | -6.4% | +20.6% | +16.5% |
| YTD | +27.3% | -4.5% | +31.8% | +28.8% |
| All | +33.6% | -6.0% | +39.6% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling