-12.3%
TLT vs A
+312.5%
-324.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | -0.3% | +1.4% | -1.7% | -0.3% |
| 30D | +3.7% | +4.3% | -0.6% | +3.8% |
| 3M | -0.7% | +19.8% | -20.4% | -0.4% |
| 6M | -4.2% | +54.4% | -58.6% | -3.5% |
| YTD | -4.0% | +31.7% | -35.7% | -3.6% |
| 1Y | -5.8% | +22.4% | -28.3% | -5.6% |
| 3Y | +4.1% | +67.7% | -63.6% | +6.0% |
| 5Y | -34.8% | +15.7% | -50.5% | -35.6% |
| 10Y | -12.3% | +308.7% | -321.0% | +0.9% |
| All | -12.3% | +312.5% | -324.8% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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