-29.0%
TLT vs COMP
-51.7%
+22.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | -1.0% | +2.2% | -3.2% | -1.2% |
| 30D | +3.7% | +16.3% | -12.6% | +2.9% |
| 3M | -0.8% | -19.1% | +18.4% | -0.1% |
| 6M | -3.6% | +17.1% | -20.7% | -4.5% |
| YTD | -3.9% | -2.9% | -1.0% | -4.5% |
| 1Y | -6.2% | +8.8% | -15.0% | -7.2% |
| 3Y | +4.2% | +423.5% | -419.3% | -3.8% |
| 5Y | -34.7% | -10.5% | -24.2% | -40.3% |
| All | -29.0% | -51.7% | +22.7% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling