-12.6%
TLT vs DIA
+235.1%
-247.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -3.1% | +2.1% | -5.2% | -2.8% |
| 30D | +1.0% | +1.5% | -0.4% | +1.3% |
| 3M | -2.7% | -2.4% | -0.3% | -3.1% |
| 6M | -4.1% | +6.0% | -10.1% | -3.3% |
| YTD | -5.4% | +10.1% | -15.4% | -3.9% |
| 1Y | -7.0% | +11.8% | -18.8% | -5.4% |
| 3Y | +2.8% | +59.7% | -56.9% | +12.0% |
| 5Y | -35.4% | +57.9% | -93.2% | -29.8% |
| All | -12.6% | +235.1% | -247.7% | +26.1% |
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 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