-20.8%
TLT vs AG
+73.4%
-94.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.0% |
| 7D | -1.6% | -5.8% | +4.2% | -1.4% |
| 30D | -1.3% | +6.4% | -7.7% | -1.6% |
| 3M | -3.7% | +28.4% | -32.1% | -4.6% |
| 6M | -6.4% | -24.5% | +18.1% | -5.9% |
| YTD | -4.5% | +21.2% | -25.7% | -5.6% |
| 1Y | -5.9% | +114.1% | -120.0% | -8.9% |
| 3Y | -2.8% | +268.0% | -270.9% | -8.7% |
| 5Y | -35.1% | +67.3% | -102.4% | -38.1% |
| All | -20.8% | +73.4% | -94.2% | -25.9% |
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