-5.6%
TLT vs AS
+3.3%
-8.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.5% |
| 7D | +1.0% | +13.8% | -12.8% | +0.1% |
| 30D | +6.0% | +16.7% | -10.6% | +4.9% |
| 3M | -0.9% | -11.5% | +10.6% | -0.3% |
| 6M | -2.3% | -5.5% | +3.2% | -2.1% |
| YTD | -3.3% | -14.2% | +10.9% | -3.4% |
| 1Y | -5.6% | +2.1% | -7.7% | -5.8% |
| All | -5.6% | +3.3% | -8.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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