+54.1%
T vs TLT
-14.3%
+68.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | -1.7% | +5.1% | -6.8% | -0.9% |
| 3M | -7.3% | -0.2% | -7.1% | -7.4% |
| 6M | -11.2% | -2.9% | -8.3% | -11.7% |
| YTD | -8.1% | -2.7% | -5.4% | -8.5% |
| 1Y | -8.0% | -4.6% | -3.4% | -8.8% |
| 3Y | +62.1% | +6.1% | +56.0% | +65.3% |
| 5Y | +55.7% | -35.1% | +90.8% | +30.1% |
| 10Y | +54.1% | -12.5% | +66.6% | +40.8% |
| All | +54.1% | -14.3% | +68.4% | +40.8% |
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 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