-5.9%
TLT vs DE
+44.9%
-50.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.5% |
| 30D | -1.3% | +9.7% | -11.0% | -1.5% |
| 3M | -3.7% | +21.4% | -25.1% | -4.0% |
| 6M | -6.4% | +15.0% | -21.4% | -6.6% |
| YTD | -4.5% | +46.4% | -50.9% | -4.6% |
| 1Y | -5.9% | +45.6% | -51.5% | -5.9% |
| All | -5.9% | +44.9% | -50.8% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling