+131.2%
TLT vs DIA
+947.9%
-816.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | 0.0% |
| 7D | -0.4% | -0.2% | -0.2% | -0.5% |
| 30D | -0.6% | -1.5% | +1.0% | -0.9% |
| 3M | -2.7% | +3.8% | -6.5% | -1.8% |
| 6M | -5.6% | +10.3% | -15.9% | -3.3% |
| YTD | -2.8% | +12.1% | -14.9% | 0.0% |
| 1Y | -1.4% | +18.6% | -20.1% | +2.9% |
| 3Y | -1.6% | +60.6% | -62.2% | +11.6% |
| 5Y | -33.8% | +64.4% | -98.2% | -24.1% |
| 10Y | -21.1% | +250.1% | -271.2% | +18.2% |
| All | +131.2% | +947.9% | -816.7% | +402.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling