+90.1%
KO vs TLT
+3.5%
+86.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.7% | -3.1% | +6.8% | +4.5% |
| 30D | +8.1% | +1.0% | +7.1% | +7.9% |
| 3M | +14.2% | -2.7% | +16.9% | +14.8% |
| 6M | +25.2% | -4.1% | +29.4% | +26.2% |
| YTD | +44.7% | -5.4% | +50.1% | +46.3% |
| 1Y | +43.4% | -7.0% | +50.4% | +45.4% |
| 3Y | +90.1% | +2.8% | +87.2% | +94.3% |
| All | +90.1% | +3.5% | +86.5% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling