+43.7%
TLT vs DG
+606.1%
-562.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -0.4% | +8.4% | -8.8% | -0.2% |
| 30D | -0.6% | +4.9% | -5.5% | -0.4% |
| 3M | -2.7% | +29.3% | -32.1% | -2.0% |
| 6M | -5.6% | -11.3% | +5.6% | -6.0% |
| YTD | -2.8% | +1.8% | -4.5% | -2.7% |
| 1Y | -1.4% | +25.3% | -26.8% | -0.6% |
| 3Y | -1.6% | +9.1% | -10.7% | -0.9% |
| 5Y | -33.8% | -34.9% | +1.1% | -35.0% |
| 10Y | -21.1% | +108.2% | -129.3% | -14.5% |
| All | +43.7% | +606.1% | -562.4% | +73.3% |
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 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