-7.4%
TLT vs AA
+6.8%
-14.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.5% |
| 7D | -2.7% | +5.3% | -8.0% | -2.8% |
| 30D | +2.2% | -2.3% | +4.4% | +2.2% |
| 3M | -1.7% | -20.8% | +19.1% | -1.3% |
| 6M | -4.0% | -39.8% | +35.9% | -3.2% |
| YTD | -4.9% | -23.3% | +18.3% | -5.3% |
| 1Y | -7.4% | +1.8% | -9.2% | -9.3% |
| All | -7.4% | +6.8% | -14.2% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling