-34.5%
TLT vs COMP
-10.9%
-23.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +1.0% | +16.6% | -15.5% | +0.3% |
| 3M | -2.7% | -23.5% | +20.8% | -1.8% |
| 6M | -4.1% | +25.7% | -29.9% | -5.4% |
| YTD | -5.4% | -3.4% | -1.9% | -6.0% |
| 1Y | -7.0% | +7.6% | -14.6% | -8.1% |
| 3Y | +2.8% | +423.6% | -420.8% | -5.6% |
| All | -34.5% | -10.9% | -23.6% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling