+486.2%
T vs TLT
+129.8%
+356.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.0% | +0.1% | +0.9% | +1.1% |
| 30D | -10.6% | +6.2% | -16.8% | -9.1% |
| 3M | -7.7% | -0.3% | -7.4% | -7.9% |
| 6M | -13.3% | -3.4% | -10.0% | -14.2% |
| YTD | -8.8% | -3.1% | -5.6% | -9.6% |
| 1Y | -8.4% | -5.2% | -3.2% | -9.8% |
| 3Y | +59.6% | +6.5% | +53.2% | +63.5% |
| 5Y | +52.1% | -34.7% | +86.8% | +30.4% |
| 10Y | +56.9% | -17.6% | +74.5% | +49.9% |
| All | +486.2% | +129.8% | +356.5% | +990.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling