-4.6%
TLT vs AS
+8.1%
-12.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.2% |
| 7D | +0.3% | +5.8% | -5.6% | -0.1% |
| 30D | +5.1% | +15.4% | -10.2% | +4.0% |
| 3M | -0.2% | -11.9% | +11.7% | +0.6% |
| 6M | -2.9% | -9.9% | +7.0% | -2.5% |
| YTD | -2.7% | -13.1% | +10.4% | -2.8% |
| All | -4.6% | +8.1% | -12.6% | -5.7% |
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