-34.9%
TLT vs DE
+96.1%
-131.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -0.3% | -3.0% | +2.8% | -0.3% |
| 30D | 0.0% | +11.1% | -11.2% | 0.0% |
| 3M | -2.9% | +17.6% | -20.5% | -2.8% |
| 6M | -6.3% | +13.6% | -19.9% | -6.2% |
| YTD | -3.3% | +46.3% | -49.6% | -3.1% |
| 1Y | -4.2% | +44.2% | -48.4% | -3.9% |
| 3Y | -1.7% | +76.6% | -78.2% | -1.2% |
| 5Y | -34.9% | +98.2% | -133.1% | -33.4% |
| All | -34.9% | +96.1% | -131.0% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling