-5.6%
TLT vs DIA
+15.0%
-20.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.1% |
| 7D | +1.0% | +1.6% | -0.7% | +0.5% |
| 30D | +6.0% | +4.1% | +1.9% | +4.8% |
| 3M | -0.9% | -1.0% | +0.1% | -0.7% |
| 6M | -2.3% | +9.7% | -11.9% | -4.4% |
| YTD | -3.3% | +12.2% | -15.5% | -6.4% |
| 1Y | -5.6% | +14.9% | -20.5% | -9.1% |
| All | -5.6% | +15.0% | -20.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling