-12.6%
TLT vs D
+48.0%
-60.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.1% | -1.4% | -1.7% | -3.1% |
| 30D | +1.0% | +7.7% | -6.7% | +1.0% |
| 3M | -2.7% | -0.3% | -2.4% | -2.8% |
| 6M | -4.1% | +10.1% | -14.2% | -4.2% |
| YTD | -5.4% | +19.1% | -24.4% | -5.4% |
| 1Y | -7.0% | +15.9% | -22.9% | -7.1% |
| 3Y | +2.8% | +75.0% | -72.2% | +3.9% |
| 5Y | -35.4% | +13.4% | -48.7% | -36.4% |
| All | -12.6% | +48.0% | -60.6% | -18.4% |
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