-4.2%
TLT vs DIA
+16.7%
-20.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | -0.3% | -1.2% | +1.0% | 0.0% |
| 30D | 0.0% | -2.7% | +2.7% | +0.6% |
| 3M | -2.9% | +3.3% | -6.1% | -3.5% |
| 6M | -6.3% | +10.4% | -16.7% | -7.9% |
| YTD | -3.3% | +10.0% | -13.3% | -5.2% |
| 1Y | -4.2% | +16.2% | -20.4% | -5.6% |
| All | -4.2% | +16.7% | -20.9% | -5.6% |
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 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