-26.0%
NOW vs TLT
-34.4%
+8.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | -6.7% | +0.5% | -7.2% | -6.8% |
| 30D | -25.8% | +6.0% | -31.8% | -27.1% |
| 3M | -12.7% | -0.9% | -11.8% | -12.5% |
| 6M | +11.2% | -2.6% | +13.9% | +11.9% |
| YTD | -33.2% | -3.1% | -30.1% | -32.7% |
| 1Y | -41.8% | -4.4% | -37.5% | -41.2% |
| 3Y | -15.7% | +5.5% | -21.1% | -18.8% |
| 5Y | -26.0% | -34.7% | +8.7% | -25.9% |
| All | -26.0% | -34.4% | +8.3% | -25.9% |
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