-19.3%
TLT vs DLR
+168.6%
-188.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.4% | +3.4% | -3.0% | +0.3% |
| 30D | -0.3% | -2.2% | +1.9% | -0.2% |
| 3M | -1.7% | +4.7% | -6.5% | -1.9% |
| 6M | -4.9% | +9.0% | -13.9% | -5.2% |
| YTD | -2.8% | +24.1% | -26.9% | -3.5% |
| 1Y | -4.2% | +20.9% | -25.1% | -4.8% |
| 3Y | -1.1% | +60.0% | -61.1% | -2.5% |
| 5Y | -33.7% | +35.3% | -69.0% | -35.6% |
| All | -19.3% | +168.6% | -188.0% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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