+131.2%
TLT vs DE
+5,061.1%
-4,929.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.4% | +10.0% | -10.5% | +0.6% |
| 30D | -0.6% | +13.3% | -13.9% | +0.8% |
| 3M | -2.7% | +17.5% | -20.2% | -0.9% |
| 6M | -5.6% | +13.6% | -19.2% | -4.1% |
| YTD | -2.8% | +49.8% | -52.6% | +2.0% |
| 1Y | -1.4% | +47.9% | -49.3% | +3.3% |
| 3Y | -1.6% | +72.5% | -74.1% | +5.5% |
| 5Y | -33.8% | +90.2% | -124.1% | -27.3% |
| 10Y | -21.1% | +865.4% | -886.5% | +10.1% |
| All | +131.2% | +5,061.1% | -4,929.9% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling