-12.6%
TLT vs ALL
+377.9%
-390.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.1% | +5.0% | -8.1% | -2.7% |
| 30D | +1.0% | +13.3% | -12.3% | +2.0% |
| 3M | -2.7% | +3.2% | -5.9% | -2.5% |
| 6M | -4.1% | +25.3% | -29.5% | -2.3% |
| YTD | -5.4% | +30.5% | -35.8% | -3.1% |
| 1Y | -7.0% | +29.2% | -36.2% | -4.9% |
| 3Y | +2.8% | +119.1% | -116.3% | +11.9% |
| 5Y | -35.4% | +162.6% | -198.0% | -27.0% |
| All | -12.6% | +377.9% | -390.5% | +13.3% |
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