-8.0%
T vs TLT
-4.5%
-3.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -1.7% | +5.1% | -6.8% | -2.0% |
| 3M | -7.3% | -0.2% | -7.1% | -7.9% |
| 6M | -11.2% | -2.9% | -8.3% | -11.7% |
| YTD | -8.1% | -2.7% | -5.4% | -8.5% |
| All | -8.0% | -4.5% | -3.5% | -7.8% |
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 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