-34.3%
TLT vs A
+15.4%
-49.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +6.2% | +3.4% | +2.8% | +5.9% |
| 3M | +0.1% | +23.8% | -23.8% | -1.5% |
| 6M | -3.0% | +49.0% | -52.0% | -5.9% |
| YTD | -2.7% | +29.4% | -32.1% | -4.8% |
| 1Y | -4.8% | +19.4% | -24.2% | -6.4% |
| 3Y | +6.9% | +66.2% | -59.3% | +1.9% |
| All | -34.3% | +15.4% | -49.7% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling