-8.4%
T vs TLT
-4.6%
-3.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.8% |
| 3M | -7.7% | +0.1% | -7.8% | -8.2% |
| 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% | -8.1% |
| All | -8.4% | -4.6% | -3.8% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling