-12.2%
TLT vs DIA
+234.7%
-246.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.7% | +1.6% | -4.3% | -2.5% |
| 30D | +2.2% | +1.2% | +0.9% | +2.3% |
| 3M | -1.7% | -2.4% | +0.7% | -2.1% |
| 6M | -4.0% | +5.7% | -9.6% | -3.1% |
| YTD | -4.9% | +9.9% | -14.9% | -3.6% |
| 1Y | -7.4% | +9.8% | -17.2% | -6.0% |
| 3Y | +3.0% | +59.8% | -56.7% | +12.2% |
| 5Y | -35.1% | +57.7% | -92.8% | -29.5% |
| All | -12.2% | +234.7% | -246.9% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling