+131.2%
TLT vs D
+519.4%
-388.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.1% |
| 7D | -0.4% | +0.4% | -0.9% | -0.4% |
| 30D | -0.6% | -3.6% | +3.0% | -0.8% |
| 3M | -2.7% | -1.0% | -1.7% | -2.8% |
| 6M | -5.6% | +6.3% | -11.9% | -5.2% |
| YTD | -2.8% | +14.7% | -17.5% | -1.9% |
| 1Y | -1.4% | +16.9% | -18.4% | -0.4% |
| 3Y | -1.6% | +56.8% | -58.4% | +1.8% |
| 5Y | -33.8% | +5.2% | -39.0% | -34.0% |
| 10Y | -21.1% | +35.9% | -57.0% | -17.6% |
| All | +131.2% | +519.4% | -388.2% | +196.0% |
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