+514.0%
NOW vs TLT
-12.6%
+526.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +0.3% | -3.1% | +3.4% | +0.3% |
| 30D | -27.0% | +1.0% | -28.0% | -27.0% |
| 3M | -19.6% | -2.7% | -16.9% | -19.7% |
| 6M | +17.5% | -4.1% | +21.6% | +17.4% |
| YTD | -33.3% | -5.4% | -27.9% | -33.3% |
| 1Y | -39.8% | -7.0% | -32.8% | -39.9% |
| 3Y | -19.9% | +2.8% | -22.8% | -19.9% |
| 5Y | -26.1% | -35.4% | +9.3% | -33.8% |
| All | +514.0% | -12.6% | +526.5% | +515.6% |
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