-12.3%
TLT vs DG
+119.6%
-131.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -0.3% | +5.2% | -5.5% | -0.3% |
| 30D | +3.7% | +7.9% | -4.2% | +3.7% |
| 3M | -0.7% | +12.7% | -13.4% | -0.7% |
| 6M | -4.2% | +22.4% | -26.6% | -4.2% |
| YTD | -4.0% | +5.4% | -9.4% | -4.0% |
| 1Y | -5.8% | +39.4% | -45.2% | -5.7% |
| 3Y | +4.1% | +24.1% | -20.0% | +4.3% |
| 5Y | -34.8% | -32.2% | -2.6% | -35.9% |
| 10Y | -12.3% | +111.8% | -124.1% | -8.2% |
| All | -12.3% | +119.6% | -131.9% | -8.2% |
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