-19.8%
TLT vs DG
+102.6%
-122.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.6% |
| 7D | -0.3% | -4.8% | +4.6% | -0.3% |
| 30D | 0.0% | +1.8% | -1.8% | 0.0% |
| 3M | -2.9% | +14.5% | -17.3% | -2.8% |
| 6M | -6.3% | -13.6% | +7.3% | -6.4% |
| YTD | -3.3% | -4.8% | +1.5% | -3.4% |
| 1Y | -4.2% | +21.6% | -25.8% | -4.0% |
| 3Y | -1.7% | +4.5% | -6.1% | -1.7% |
| 5Y | -34.9% | -38.5% | +3.6% | -36.0% |
| 10Y | -19.8% | +102.2% | -122.0% | -14.0% |
| All | -19.8% | +102.6% | -122.4% | -14.0% |
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