-34.5%
TLT vs AU
+381.3%
-415.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -3.1% | -7.2% | +4.1% | -2.6% |
| 30D | +1.0% | -2.9% | +3.9% | +1.1% |
| 3M | -2.7% | -8.7% | +5.9% | -2.4% |
| 6M | -4.1% | -14.1% | +10.0% | -3.7% |
| YTD | -5.4% | +4.8% | -10.1% | -6.9% |
| 1Y | -7.0% | +11.9% | -18.9% | -9.1% |
| 3Y | +2.8% | +513.8% | -511.0% | -17.0% |
| All | -34.5% | +381.3% | -415.9% | -45.1% |
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