-12.3%
TLT vs DLR
+179.9%
-192.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +3.7% | +1.2% | +2.5% | +3.7% |
| 3M | -0.7% | -4.8% | +4.1% | -0.6% |
| 6M | -4.2% | -6.1% | +1.9% | -4.1% |
| YTD | -4.0% | +19.3% | -23.3% | -4.4% |
| 1Y | -5.8% | +10.0% | -15.8% | -6.1% |
| 3Y | +4.1% | +53.8% | -49.7% | +3.1% |
| 5Y | -34.8% | +39.1% | -73.9% | -36.3% |
| 10Y | -12.3% | +188.1% | -200.5% | -18.0% |
| All | -12.3% | +179.9% | -192.2% | -18.0% |
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