+130.4%
TLT vs ALL
+1,138.1%
-1,007.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.5% |
| 7D | +0.1% | -1.9% | +2.0% | -0.1% |
| 30D | +6.2% | +13.8% | -7.6% | +7.7% |
| 3M | -0.3% | -7.0% | +6.6% | -1.1% |
| 6M | -3.4% | +18.0% | -21.4% | -1.4% |
| YTD | -3.1% | +24.2% | -27.3% | -0.5% |
| 1Y | -5.2% | +31.2% | -36.4% | -2.1% |
| 3Y | +6.5% | +107.5% | -101.1% | +16.8% |
| 5Y | -34.7% | +144.8% | -179.5% | -26.1% |
| 10Y | -17.6% | +375.8% | -393.4% | +3.4% |
| All | +130.4% | +1,138.1% | -1,007.7% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling