-20.7%
TLT vs AU
+699.0%
-719.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -1.6% | -4.3% | +2.6% | -1.4% |
| 30D | -1.1% | +7.3% | -8.4% | -1.7% |
| 3M | -4.9% | +26.3% | -31.2% | -6.6% |
| 6M | -5.0% | +1.8% | -6.8% | -5.7% |
| YTD | -4.4% | +26.8% | -31.2% | -6.8% |
| 1Y | -6.4% | +66.7% | -73.1% | -10.8% |
| 3Y | -2.0% | +579.1% | -581.1% | -17.4% |
| 5Y | -35.0% | +689.3% | -724.3% | -46.2% |
| All | -20.7% | +699.0% | -719.7% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling