-35.1%
TLT vs AU
+673.1%
-708.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.9% |
| 7D | -1.6% | -7.0% | +5.4% | -1.1% |
| 30D | -1.3% | +7.3% | -8.6% | -1.9% |
| 3M | -3.7% | +33.2% | -36.9% | -5.9% |
| 6M | -6.4% | -0.6% | -5.7% | -6.9% |
| YTD | -4.5% | +26.2% | -30.6% | -7.1% |
| 1Y | -5.9% | +68.3% | -74.1% | -10.8% |
| 3Y | -2.8% | +592.1% | -594.9% | -21.8% |
| 5Y | -35.1% | +685.3% | -720.3% | -48.8% |
| All | -35.1% | +673.1% | -708.2% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling