-19.8%
TLT vs AA
+121.9%
-141.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | -0.3% | -0.6% | +0.4% | -0.3% |
| 30D | 0.0% | -1.6% | +1.5% | 0.0% |
| 3M | -2.9% | -29.8% | +26.9% | -4.0% |
| 6M | -6.3% | -16.6% | +10.4% | -6.6% |
| YTD | -3.3% | -4.0% | +0.7% | -3.1% |
| 1Y | -4.2% | +63.5% | -67.7% | -1.6% |
| 3Y | -1.7% | +86.8% | -88.4% | +2.8% |
| 5Y | -34.9% | +12.4% | -47.3% | -32.1% |
| 10Y | -19.8% | +132.3% | -152.1% | -3.2% |
| All | -19.8% | +121.9% | -141.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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