-20.7%
TLT vs ALL
+366.7%
-387.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.1% |
| 7D | -0.4% | 0.0% | -0.5% | -0.4% |
| 30D | -0.6% | -1.5% | +0.9% | -0.7% |
| 3M | -2.7% | +23.6% | -26.4% | -0.9% |
| 6M | -5.6% | +22.3% | -28.0% | -3.9% |
| YTD | -2.8% | +26.5% | -29.3% | -0.7% |
| 1Y | -1.4% | +27.0% | -28.4% | +0.8% |
| 3Y | -1.6% | +149.6% | -151.2% | +8.8% |
| 5Y | -33.8% | +118.1% | -151.9% | -27.1% |
| All | -20.7% | +366.7% | -387.3% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling