-12.6%
TLT vs DG
+105.2%
-117.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +1.0% | +3.2% | -2.2% | +1.0% |
| 3M | -2.7% | +10.4% | -13.1% | -2.7% |
| 6M | -4.1% | +33.2% | -37.3% | -4.1% |
| YTD | -5.4% | +3.0% | -8.3% | -5.4% |
| 1Y | -7.0% | +31.2% | -38.2% | -6.9% |
| 3Y | +2.8% | +21.8% | -19.0% | +3.1% |
| 5Y | -35.4% | -35.0% | -0.4% | -36.6% |
| All | -12.6% | +105.2% | -117.8% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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