-20.7%
TLT vs A
+237.5%
-258.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | -0.1% |
| 7D | +0.4% | -2.1% | +2.5% | +0.4% |
| 30D | -0.3% | +0.6% | -0.9% | -0.3% |
| 3M | -1.7% | +10.9% | -12.6% | -1.6% |
| 6M | -4.9% | +28.2% | -33.1% | -4.4% |
| YTD | -2.8% | +8.6% | -11.4% | -2.7% |
| 1Y | -4.2% | +15.5% | -19.7% | -3.9% |
| 3Y | -1.1% | +31.8% | -32.9% | +0.1% |
| 5Y | -33.7% | -14.9% | -18.8% | -35.6% |
| 10Y | -20.7% | +237.8% | -258.5% | -9.9% |
| All | -20.7% | +237.5% | -258.1% | -9.9% |
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