-12.6%
TLT vs DE
+762.0%
-774.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.5% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +1.0% | +3.6% | -2.5% | +1.3% |
| 3M | -2.7% | +10.2% | -13.0% | -2.0% |
| 6M | -4.1% | +16.6% | -20.7% | -2.9% |
| YTD | -5.4% | +45.8% | -51.2% | -2.2% |
| 1Y | -7.0% | +43.9% | -50.9% | -4.0% |
| 3Y | +2.8% | +89.6% | -86.8% | +9.5% |
| 5Y | -35.4% | +100.3% | -135.7% | -29.8% |
| All | -12.6% | +762.0% | -774.6% | +16.7% |
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