-16.9%
TLT vs ACWI
+219.0%
-235.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -2.4% | +2.4% | -0.1% |
| 30D | +6.2% | -5.2% | +11.4% | +5.6% |
| 3M | -0.3% | -4.8% | +4.5% | -0.8% |
| 6M | -3.4% | -1.3% | -2.0% | -3.4% |
| YTD | -3.1% | +8.4% | -11.5% | -2.1% |
| 1Y | -5.2% | +11.0% | -16.3% | -4.0% |
| 3Y | +6.5% | +70.6% | -64.1% | +15.1% |
| 5Y | -34.7% | +55.3% | -90.0% | -31.5% |
| All | -16.9% | +219.0% | -235.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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