+4.1%
TLT vs D
+74.2%
-70.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -0.3% | +2.4% | -2.7% | -0.7% |
| 30D | +3.7% | +10.9% | -7.2% | +1.8% |
| 3M | -0.7% | +2.8% | -3.5% | -1.2% |
| 6M | -4.2% | +12.7% | -16.9% | -6.4% |
| YTD | -4.0% | +20.3% | -24.3% | -7.4% |
| 1Y | -5.8% | +17.1% | -23.0% | -8.8% |
| 3Y | +4.1% | +75.1% | -71.0% | -8.7% |
| All | +4.1% | +74.2% | -70.1% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling