-33.3%
TLT vs ASX
+429.3%
-462.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | -0.6% | +2.0% | -2.6% | -0.6% |
| 3M | -2.7% | -1.3% | -1.4% | -2.8% |
| 6M | -5.6% | +71.4% | -77.1% | -6.1% |
| YTD | -2.8% | +135.3% | -138.1% | -3.3% |
| 1Y | -1.4% | +267.5% | -268.9% | -2.1% |
| 3Y | -1.6% | +388.5% | -390.1% | -2.6% |
| All | -33.3% | +429.3% | -462.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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