+499.2%
NOW vs TLT
-16.7%
+515.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -26.0% | +6.2% | -32.2% | -26.1% |
| 3M | -13.1% | +0.1% | -13.2% | -13.1% |
| 6M | +14.5% | -3.0% | +17.5% | +14.4% |
| YTD | -33.4% | -2.7% | -30.7% | -33.5% |
| 1Y | -40.6% | -4.8% | -35.8% | -40.7% |
| 3Y | -16.3% | +6.9% | -23.2% | -16.3% |
| 5Y | -26.3% | -34.5% | +8.1% | -34.1% |
| All | +499.2% | -16.7% | +515.9% | +501.3% |
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 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