-4.2%
TLT vs A
+13.9%
-18.1%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.5% |
| 7D | -0.3% | -4.4% | +4.1% | 0.0% |
| 30D | 0.0% | -2.7% | +2.6% | +0.1% |
| 3M | -2.9% | +7.0% | -9.9% | -3.4% |
| 6M | -6.3% | +24.6% | -30.9% | -7.9% |
| YTD | -3.3% | +7.0% | -10.4% | -4.2% |
| 1Y | -4.2% | +15.6% | -19.8% | -4.6% |
| All | -4.2% | +13.9% | -18.1% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling