+2.8%
TLT vs AA
+67.6%
-64.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.4% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | +1.0% | -0.6% | +1.6% | +1.0% |
| 3M | -2.7% | -19.7% | +16.9% | -2.3% |
| 6M | -4.1% | -41.6% | +37.4% | -3.3% |
| YTD | -5.4% | -24.6% | +19.3% | -5.1% |
| 1Y | -7.0% | +4.9% | -11.9% | -7.4% |
| 3Y | +2.8% | +66.8% | -64.0% | -2.3% |
| All | +2.8% | +67.6% | -64.7% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling