-11.8%
TLT vs AR
+58.9%
-70.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.1% |
| 7D | -1.0% | +2.1% | -3.1% | -1.0% |
| 30D | +3.7% | +4.5% | -0.8% | +3.9% |
| 3M | -0.8% | +1.0% | -1.8% | -0.7% |
| 6M | -3.6% | +4.4% | -8.0% | -3.3% |
| YTD | -3.9% | +10.9% | -14.8% | -3.4% |
| 1Y | -6.2% | +8.6% | -14.8% | -5.7% |
| 3Y | +4.2% | +48.5% | -44.3% | +6.3% |
| 5Y | -34.7% | +95.7% | -130.4% | -31.7% |
| 10Y | -11.8% | +55.5% | -67.3% | -6.3% |
| All | -11.8% | +58.9% | -70.7% | -6.3% |
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