-25.7%
NOW vs TLT
-35.1%
+9.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -3.1% | +0.3% | -3.3% | -3.2% |
| 30D | -27.0% | +5.1% | -32.2% | -28.1% |
| 3M | -17.7% | -0.2% | -17.5% | -17.7% |
| 6M | +12.7% | -2.9% | +15.6% | +13.4% |
| YTD | -32.9% | -2.7% | -30.2% | -32.5% |
| 1Y | -40.4% | -4.6% | -35.8% | -39.7% |
| 3Y | -17.1% | +6.1% | -23.2% | -20.3% |
| 5Y | -25.7% | -35.1% | +9.5% | -25.4% |
| All | -25.7% | -35.1% | +9.4% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling