+130.4%
TLT vs D
+555.2%
-424.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.5% | +6.9% | -6.4% | +0.9% |
| 30D | +6.0% | +12.3% | -6.3% | +6.7% |
| 3M | -0.9% | +3.0% | -3.9% | -0.8% |
| 6M | -2.6% | +12.8% | -15.4% | -1.9% |
| YTD | -3.1% | +22.6% | -25.7% | -1.9% |
| 1Y | -4.4% | +21.7% | -26.0% | -3.2% |
| 3Y | +5.5% | +83.9% | -78.5% | +10.4% |
| 5Y | -34.7% | +14.0% | -48.7% | -34.5% |
| 10Y | -17.6% | +45.6% | -63.2% | -13.5% |
| All | +130.4% | +555.2% | -424.8% | +195.8% |
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