-34.7%
TLT vs D
+13.0%
-47.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | +3.7% | +9.0% | -5.3% | +2.3% |
| 3M | -0.8% | +1.0% | -1.7% | -1.0% |
| 6M | -3.6% | +11.0% | -14.6% | -5.2% |
| YTD | -3.9% | +19.8% | -23.7% | -6.8% |
| 1Y | -6.2% | +16.0% | -22.2% | -8.6% |
| 3Y | +4.2% | +74.4% | -70.2% | -4.9% |
| 5Y | -34.7% | +13.5% | -48.2% | -35.5% |
| All | -34.7% | +13.0% | -47.6% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling