+128.4%
TLT vs DD
+492.6%
-364.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.2% |
| 7D | -0.3% | +2.2% | -2.5% | 0.0% |
| 30D | +3.7% | +20.7% | -17.0% | +6.0% |
| 3M | -0.7% | +11.3% | -12.0% | +0.6% |
| 6M | -4.2% | +6.0% | -10.2% | -3.4% |
| YTD | -4.0% | +31.7% | -35.7% | -0.5% |
| 1Y | -5.8% | +32.2% | -38.1% | -2.4% |
| 3Y | +4.1% | +92.7% | -88.6% | +13.9% |
| 5Y | -34.8% | +72.1% | -106.9% | -29.1% |
| 10Y | -12.3% | +99.7% | -112.0% | +2.0% |
| All | +128.4% | +492.6% | -364.2% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling