-1.4%
TLT vs COMP
+22.2%
-23.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -0.6% | -13.3% | +12.8% | +0.1% |
| 3M | -2.7% | +41.1% | -43.8% | -4.1% |
| 6M | -5.6% | +17.2% | -22.8% | -6.8% |
| YTD | -2.8% | +5.2% | -8.0% | -3.7% |
| 1Y | -1.4% | +18.9% | -20.4% | -2.1% |
| All | -1.4% | +22.2% | -23.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling