+42.0%
TLT vs DG
+632.1%
-590.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | +0.1% |
| 7D | -1.0% | -3.0% | +1.9% | -1.1% |
| 30D | +3.7% | +8.6% | -4.9% | +3.9% |
| 3M | -0.8% | +15.0% | -15.8% | -0.4% |
| 6M | -3.6% | +32.7% | -36.2% | -2.8% |
| YTD | -3.9% | +5.5% | -9.4% | -3.7% |
| 1Y | -6.2% | +34.6% | -40.8% | -5.3% |
| 3Y | +4.2% | +24.2% | -20.1% | +5.5% |
| 5Y | -34.7% | -32.3% | -2.4% | -35.7% |
| 10Y | -11.8% | +111.1% | -122.9% | -4.4% |
| All | +42.0% | +632.1% | -590.1% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling