-7.0%
TLT vs AR
+11.3%
-18.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.1% | +7.4% | -10.5% | -2.7% |
| 30D | +1.0% | +5.8% | -4.7% | +1.4% |
| 3M | -2.7% | +5.2% | -7.9% | -2.3% |
| 6M | -4.1% | +5.4% | -9.6% | -3.5% |
| YTD | -5.4% | +12.4% | -17.8% | -4.6% |
| 1Y | -7.0% | +12.8% | -19.8% | -6.3% |
| All | -7.0% | +11.3% | -18.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling