-7.4%
TLT vs ALL
+31.1%
-38.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.2% | +12.8% | -10.7% | +1.9% |
| 3M | -1.7% | +4.7% | -6.4% | -2.1% |
| 6M | -4.0% | +24.9% | -28.9% | -4.5% |
| YTD | -4.9% | +30.0% | -34.9% | -5.7% |
| 1Y | -7.4% | +29.9% | -37.3% | -8.1% |
| All | -7.4% | +31.1% | -38.5% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling