-34.4%
TLT vs AR
+98.1%
-132.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.1% |
| 7D | -1.0% | +2.1% | -3.1% | -1.0% |
| 30D | +4.1% | +4.5% | -0.4% | +4.2% |
| 3M | -0.4% | +1.0% | -1.4% | -0.3% |
| 6M | -3.2% | +4.4% | -7.6% | -3.0% |
| YTD | -3.5% | +10.9% | -14.4% | -3.2% |
| 1Y | -5.8% | +8.6% | -14.4% | -5.5% |
| 3Y | +4.6% | +48.5% | -43.9% | +5.7% |
| 5Y | -34.4% | +95.7% | -130.1% | -30.3% |
| All | -34.4% | +98.1% | -132.5% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling