-33.7%
TLT vs DIA
+64.1%
-97.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | -0.3% | -2.1% | +1.8% | -0.1% |
| 3M | -1.7% | +4.2% | -5.9% | -2.1% |
| 6M | -4.9% | +11.9% | -16.8% | -5.8% |
| YTD | -2.8% | +10.8% | -13.6% | -3.6% |
| 1Y | -4.2% | +17.5% | -21.7% | -5.4% |
| 3Y | -1.1% | +59.9% | -61.0% | -4.1% |
| 5Y | -33.7% | +64.1% | -97.9% | -36.6% |
| All | -33.7% | +64.1% | -97.8% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling