+125.1%
TLT vs AU
+454.2%
-329.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -3.1% | -7.2% | +4.1% | -2.9% |
| 30D | +1.0% | -2.9% | +3.9% | +1.1% |
| 3M | -2.7% | -8.7% | +5.9% | -2.6% |
| 6M | -4.1% | -14.1% | +10.0% | -4.0% |
| YTD | -5.4% | +4.8% | -10.1% | -5.8% |
| 1Y | -7.0% | +11.9% | -18.9% | -7.6% |
| 3Y | +2.8% | +513.8% | -511.0% | -2.4% |
| 5Y | -35.4% | +379.3% | -414.6% | -38.6% |
| 10Y | -13.1% | +837.1% | -850.2% | -18.1% |
| All | +125.1% | +454.2% | -329.1% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling