-21.7%
TLT vs D
+34.8%
-56.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.4% |
| 30D | -0.6% | -2.6% | +2.0% | -0.6% |
| 3M | -2.7% | 0.0% | -2.7% | -2.7% |
| 6M | -5.6% | +7.4% | -13.0% | -5.7% |
| YTD | -2.8% | +15.9% | -18.6% | -2.9% |
| 1Y | -1.4% | +18.1% | -19.6% | -1.5% |
| 3Y | -1.6% | +58.4% | -60.0% | -1.3% |
| 5Y | -33.8% | +5.2% | -39.0% | -35.2% |
| All | -21.7% | +34.8% | -56.5% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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