-12.3%
TLT vs AR
+52.4%
-64.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.1% |
| 7D | -0.3% | -5.8% | +5.5% | -0.5% |
| 30D | +3.7% | +4.8% | -1.1% | +3.9% |
| 3M | -0.7% | +1.5% | -2.2% | -0.6% |
| 6M | -4.2% | +4.7% | -8.9% | -3.9% |
| YTD | -4.0% | +9.2% | -13.2% | -3.5% |
| 1Y | -5.8% | +11.2% | -17.0% | -5.3% |
| 3Y | +4.1% | +46.2% | -42.1% | +6.2% |
| 5Y | -34.8% | +98.1% | -132.9% | -31.8% |
| 10Y | -12.3% | +54.5% | -66.9% | -7.2% |
| All | -12.3% | +52.4% | -64.8% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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