+1,212.3%
SPY vs TLT
+130.6%
+1,081.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.3% |
| 7D | +0.1% | -0.4% | +0.5% | -0.1% |
| 30D | +0.1% | -0.6% | +0.6% | -0.2% |
| 3M | +2.0% | -2.7% | +4.7% | +0.9% |
| 6M | +13.0% | -5.6% | +18.6% | +10.3% |
| YTD | +13.5% | -2.8% | +16.3% | +12.2% |
| 1Y | +20.0% | -1.4% | +21.4% | +19.3% |
| 3Y | +77.2% | -1.6% | +78.8% | +76.3% |
| 5Y | +81.9% | -33.8% | +115.7% | +47.7% |
| 10Y | +314.1% | -21.1% | +335.2% | +283.7% |
| All | +1,212.3% | +130.6% | +1,081.7% | +2,614.8% |
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