+311.5%
SPY vs TLT
-21.3%
+332.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.6% |
| 7D | +0.5% | +0.4% | +0.1% | +0.6% |
| 30D | -0.9% | -0.3% | -0.6% | -1.0% |
| 3M | +3.9% | -1.7% | +5.6% | +3.6% |
| 6M | +14.5% | -4.9% | +19.4% | +13.5% |
| YTD | +12.9% | -2.8% | +15.7% | +12.4% |
| 1Y | +19.4% | -4.2% | +23.6% | +18.5% |
| 3Y | +78.5% | -1.1% | +79.6% | +78.2% |
| 5Y | +81.8% | -33.7% | +115.5% | +54.7% |
| 10Y | +311.5% | -20.7% | +332.2% | +298.2% |
| All | +311.5% | -21.3% | +332.8% | +298.2% |
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