-12.5%
TLT vs AG
+77.4%
-89.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.6% | -0.1% |
| 7D | +0.3% | +10.8% | -10.5% | -0.1% |
| 30D | +5.1% | -8.2% | +13.3% | +5.3% |
| 3M | -0.2% | -13.7% | +13.5% | +0.1% |
| 6M | -2.9% | -27.3% | +24.4% | -2.3% |
| YTD | -2.7% | -4.6% | +1.9% | -3.3% |
| 1Y | -4.6% | +39.4% | -44.0% | -6.4% |
| 3Y | +6.1% | +244.1% | -238.0% | -0.6% |
| 5Y | -35.1% | +16.8% | -51.9% | -37.6% |
| 10Y | -12.5% | +71.7% | -84.2% | -19.4% |
| All | -12.5% | +77.4% | -89.8% | -19.4% |
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