-16.6%
TLT vs ALL
+370.9%
-387.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.3% |
| 7D | +0.1% | -1.9% | +2.0% | 0.0% |
| 30D | +6.2% | +13.8% | -7.6% | +7.3% |
| 3M | +0.1% | -7.0% | +7.0% | -0.5% |
| 6M | -3.0% | +18.0% | -21.0% | -1.5% |
| YTD | -2.7% | +24.2% | -26.9% | -0.8% |
| 1Y | -4.8% | +31.2% | -36.0% | -2.4% |
| 3Y | +6.9% | +107.5% | -100.6% | +15.9% |
| 5Y | -34.5% | +144.8% | -179.3% | -26.4% |
| All | -16.6% | +370.9% | -387.5% | +14.1% |
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