-33.7%
TLT vs DD
+61.7%
-95.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | -0.3% | -7.4% | +7.1% | -0.2% |
| 3M | -1.7% | -6.4% | +4.7% | -1.6% |
| 6M | -4.9% | -2.5% | -2.4% | -4.9% |
| YTD | -2.8% | +10.2% | -13.0% | -2.9% |
| 1Y | -4.2% | +36.9% | -41.1% | -4.6% |
| 3Y | -1.1% | +47.0% | -48.1% | -2.0% |
| 5Y | -33.7% | +63.1% | -96.9% | -34.3% |
| All | -33.7% | +61.7% | -95.4% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling