+55.5%
T vs TLT
-16.7%
+72.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -10.6% | +6.2% | -16.8% | -9.7% |
| 3M | -7.7% | +0.1% | -7.8% | -7.8% |
| 6M | -13.3% | -3.0% | -10.3% | -13.8% |
| YTD | -8.8% | -2.7% | -6.0% | -9.2% |
| 1Y | -8.4% | -4.8% | -3.6% | -9.2% |
| 3Y | +59.6% | +6.9% | +52.7% | +63.2% |
| 5Y | +52.1% | -34.5% | +86.5% | +27.9% |
| All | +55.5% | -16.7% | +72.2% | +41.2% |
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