-33.3%
TLT vs D
+5.6%
-38.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.6% |
| 30D | -0.6% | -2.6% | +2.0% | -0.2% |
| 3M | -2.7% | 0.0% | -2.7% | -2.8% |
| 6M | -5.6% | +7.4% | -13.0% | -6.8% |
| YTD | -2.8% | +15.9% | -18.6% | -5.1% |
| 1Y | -1.4% | +18.1% | -19.6% | -4.2% |
| 3Y | -1.6% | +58.4% | -60.0% | -8.9% |
| All | -33.3% | +5.6% | -38.8% | -33.9% |
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