+131.2%
TLT vs AU
+600.5%
-469.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.2% |
| 7D | -0.4% | -3.6% | +3.2% | -0.3% |
| 30D | -0.6% | +23.9% | -24.5% | -1.1% |
| 3M | -2.7% | +19.1% | -21.8% | -3.3% |
| 6M | -5.6% | -0.2% | -5.5% | -5.8% |
| YTD | -2.8% | +32.5% | -35.2% | -3.8% |
| 1Y | -1.4% | +96.9% | -98.4% | -3.5% |
| 3Y | -1.6% | +614.7% | -616.3% | -7.0% |
| 5Y | -33.8% | +647.7% | -681.5% | -37.6% |
| 10Y | -21.1% | +679.2% | -700.4% | -26.2% |
| All | +131.2% | +600.5% | -469.3% | +117.5% |
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