+130.4%
TLT vs D
+545.4%
-415.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.1% |
| 7D | +0.1% | +3.0% | -2.9% | +0.3% |
| 30D | +6.2% | +11.5% | -5.3% | +6.8% |
| 3M | -0.3% | +3.7% | -4.1% | -0.1% |
| 6M | -3.4% | +13.5% | -16.9% | -2.6% |
| YTD | -3.1% | +20.7% | -23.8% | -2.0% |
| 1Y | -5.2% | +18.2% | -23.5% | -4.2% |
| 3Y | +6.5% | +73.3% | -66.8% | +11.0% |
| 5Y | -34.7% | +12.3% | -47.0% | -34.6% |
| 10Y | -17.6% | +43.4% | -61.0% | -13.6% |
| All | +130.4% | +545.4% | -415.0% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling