-33.3%
TLT vs ALL
+118.4%
-151.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | -2.7% | +23.6% | -26.4% | -2.3% |
| 6M | -5.6% | +22.3% | -28.0% | -5.2% |
| YTD | -2.8% | +26.5% | -29.3% | -2.3% |
| 1Y | -1.4% | +27.0% | -28.4% | -0.9% |
| 3Y | -1.6% | +149.6% | -151.2% | +2.8% |
| All | -33.3% | +118.4% | -151.7% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling