+131.2%
TLT vs AA
+5.2%
+126.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | 0.0% |
| 7D | -0.4% | -0.7% | +0.3% | -0.5% |
| 30D | -0.6% | +5.0% | -5.6% | -0.2% |
| 3M | -2.7% | -35.8% | +33.1% | -5.5% |
| 6M | -5.6% | -18.4% | +12.8% | -6.5% |
| YTD | -2.8% | -5.5% | +2.7% | -2.4% |
| 1Y | -1.4% | +61.0% | -62.4% | +3.1% |
| 3Y | -1.6% | +66.2% | -67.8% | +5.0% |
| 5Y | -33.8% | +11.4% | -45.2% | -29.6% |
| 10Y | -21.1% | +116.9% | -138.0% | -2.3% |
| All | +131.2% | +5.2% | +126.1% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling