-12.6%
TLT vs DD
+97.1%
-109.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.5% |
| 7D | -3.1% | +5.0% | -8.1% | -2.8% |
| 30D | +1.0% | +19.7% | -18.6% | +2.3% |
| 3M | -2.7% | +7.2% | -9.9% | -2.2% |
| 6M | -4.1% | +1.0% | -5.2% | -4.0% |
| YTD | -5.4% | +29.1% | -34.5% | -3.4% |
| 1Y | -7.0% | +28.5% | -35.5% | -5.1% |
| 3Y | +2.8% | +89.4% | -86.6% | +9.0% |
| 5Y | -35.4% | +67.1% | -102.5% | -32.2% |
| All | -12.6% | +97.1% | -109.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling