-16.6%
TLT vs AR
+44.3%
-60.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | -14.3% | +14.4% | -0.4% |
| 30D | +6.2% | +1.4% | +4.7% | +6.3% |
| 3M | +0.1% | +3.4% | -3.3% | +0.2% |
| 6M | -3.0% | -2.1% | -0.9% | -2.9% |
| YTD | -2.7% | +4.7% | -7.4% | -2.4% |
| 1Y | -4.8% | +10.6% | -15.4% | -4.3% |
| 3Y | +6.9% | +24.6% | -17.7% | +8.5% |
| 5Y | -34.5% | +71.9% | -106.3% | -31.8% |
| All | -16.6% | +44.3% | -60.9% | -12.2% |
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