-34.5%
TLT vs AR
+99.4%
-133.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.1% | +7.4% | -10.5% | -2.9% |
| 30D | +1.0% | +5.8% | -4.7% | +1.2% |
| 3M | -2.7% | +5.2% | -7.9% | -2.6% |
| 6M | -4.1% | +5.4% | -9.6% | -4.0% |
| YTD | -5.4% | +12.4% | -17.8% | -5.0% |
| 1Y | -7.0% | +12.8% | -19.8% | -6.7% |
| 3Y | +2.8% | +47.2% | -44.4% | +3.9% |
| All | -34.5% | +99.4% | -133.9% | -30.5% |
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