-20.8%
TLT vs DE
+867.0%
-887.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.7% |
| 30D | -1.3% | +9.7% | -11.0% | -0.6% |
| 3M | -3.7% | +21.4% | -25.1% | -2.2% |
| 6M | -6.4% | +15.0% | -21.4% | -5.2% |
| YTD | -4.5% | +46.4% | -50.9% | -1.3% |
| 1Y | -5.9% | +45.6% | -51.5% | -2.7% |
| 3Y | -2.8% | +76.8% | -79.6% | +2.7% |
| 5Y | -35.1% | +99.4% | -134.5% | -29.4% |
| All | -20.8% | +867.0% | -887.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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