+57.8%
T vs TLT
-35.2%
+93.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.5% | -3.1% | +5.6% | +2.9% |
| 30D | -3.8% | +1.0% | -4.8% | -3.9% |
| 3M | -8.7% | -2.7% | -6.0% | -8.5% |
| 6M | -8.1% | -4.1% | -4.0% | -7.7% |
| YTD | -6.4% | -5.4% | -1.1% | -5.9% |
| 1Y | -9.8% | -7.0% | -2.7% | -9.1% |
| 3Y | +65.5% | +2.8% | +62.7% | +65.7% |
| All | +57.8% | -35.2% | +93.0% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling