+131.4%
TLT vs A
+1,554.7%
-1,423.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | +0.3% |
| 7D | +0.3% | +4.8% | -4.5% | +0.7% |
| 30D | +5.1% | +5.6% | -0.5% | +5.7% |
| 3M | -0.2% | +23.6% | -23.8% | +1.9% |
| 6M | -2.9% | +56.4% | -59.3% | +1.5% |
| YTD | -2.7% | +33.4% | -36.1% | +0.3% |
| 1Y | -4.6% | +23.7% | -28.3% | -2.4% |
| 3Y | +6.1% | +71.0% | -64.9% | +13.0% |
| 5Y | -35.1% | +16.8% | -52.0% | -33.4% |
| 10Y | -12.5% | +323.8% | -336.3% | +8.5% |
| All | +131.4% | +1,554.7% | -1,423.3% | +261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling