-12.6%
TLT vs AG
+76.0%
-88.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | -3.1% | -10.0% | +6.9% | -2.8% |
| 30D | +1.0% | -10.5% | +11.5% | +1.3% |
| 3M | -2.7% | -27.3% | +24.5% | -1.9% |
| 6M | -4.1% | -43.0% | +38.8% | -2.8% |
| YTD | -5.4% | -17.9% | +12.6% | -5.5% |
| 1Y | -7.0% | +11.9% | -18.9% | -8.1% |
| 3Y | +2.8% | +201.8% | -199.0% | -3.2% |
| 5Y | -35.4% | -0.1% | -35.3% | -37.5% |
| All | -12.6% | +76.0% | -88.6% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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