+131.2%
TLT vs DD
+397.0%
-265.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -0.4% | -3.5% | +3.1% | -0.8% |
| 30D | -0.6% | -10.3% | +9.7% | -1.8% |
| 3M | -2.7% | -7.5% | +4.8% | -3.5% |
| 6M | -5.6% | -8.0% | +2.4% | -6.3% |
| YTD | -2.8% | +10.5% | -13.2% | -1.3% |
| 1Y | -1.4% | +38.3% | -39.7% | +2.9% |
| 3Y | -1.6% | +42.5% | -44.1% | +3.8% |
| 5Y | -33.8% | +60.2% | -94.0% | -28.4% |
| 10Y | -21.1% | +68.9% | -90.0% | -10.0% |
| All | +131.2% | +397.0% | -265.8% | +242.8% |
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