+1,155.9%
SPY vs TLT
+130.7%
+1,025.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -5.4% | +6.2% | -11.6% | -3.1% |
| 3M | -4.1% | +0.1% | -4.1% | -4.1% |
| 6M | +0.7% | -3.0% | +3.7% | -0.5% |
| YTD | +8.7% | -2.7% | +11.4% | +7.4% |
| 1Y | +10.9% | -4.8% | +15.7% | +8.6% |
| 3Y | +75.0% | +6.9% | +68.1% | +81.0% |
| 5Y | +67.8% | -34.5% | +102.2% | +35.5% |
| 10Y | +312.9% | -17.3% | +330.1% | +293.4% |
| All | +1,155.9% | +130.7% | +1,025.2% | +2,499.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling