-19.8%
TLT vs DIA
+246.0%
-265.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.7% |
| 7D | -0.3% | -1.2% | +1.0% | -0.4% |
| 30D | 0.0% | -2.7% | +2.7% | -0.4% |
| 3M | -2.9% | +3.3% | -6.1% | -2.4% |
| 6M | -6.3% | +10.4% | -16.7% | -4.8% |
| YTD | -3.3% | +10.0% | -13.3% | -1.9% |
| 1Y | -4.2% | +16.2% | -20.4% | -1.9% |
| 3Y | -1.7% | +58.7% | -60.4% | +7.0% |
| 5Y | -34.9% | +63.6% | -98.5% | -28.5% |
| 10Y | -19.8% | +251.0% | -270.8% | +19.0% |
| All | -19.8% | +246.0% | -265.8% | +19.0% |
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