-20.7%
TLT vs ALL
+355.7%
-376.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | -0.2% |
| 7D | +0.4% | -1.7% | +2.1% | +0.3% |
| 30D | -0.3% | -4.7% | +4.4% | -0.7% |
| 3M | -1.7% | +18.4% | -20.1% | -0.3% |
| 6M | -4.9% | +20.5% | -25.4% | -3.3% |
| YTD | -2.8% | +23.5% | -26.3% | -0.9% |
| 1Y | -4.2% | +29.0% | -33.2% | -1.9% |
| 3Y | -1.1% | +153.7% | -154.8% | +9.7% |
| 5Y | -33.7% | +114.8% | -148.5% | -27.0% |
| 10Y | -20.7% | +356.1% | -376.8% | +1.5% |
| All | -20.7% | +355.7% | -376.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling