+311.1%
SPY vs TLT
-12.1%
+323.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -1.0% | +0.1% | -1.1% |
| 30D | -2.4% | +4.1% | -6.5% | -1.7% |
| 3M | -1.2% | -0.4% | -0.8% | -1.2% |
| 6M | +3.3% | -3.2% | +6.5% | +2.7% |
| YTD | +12.3% | -3.5% | +15.8% | +11.6% |
| 1Y | +12.4% | -5.8% | +18.3% | +11.3% |
| 3Y | +78.8% | +4.6% | +74.2% | +81.5% |
| 5Y | +75.2% | -34.4% | +109.6% | +47.8% |
| 10Y | +311.1% | -11.4% | +322.5% | +293.7% |
| All | +311.1% | -12.1% | +323.2% | +293.7% |
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