+6.1%
TLT vs DLR
+53.1%
-47.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | -0.2% |
| 7D | +0.3% | +2.4% | -2.1% | +0.1% |
| 30D | +5.1% | +0.7% | +4.4% | +5.0% |
| 3M | -0.2% | -6.4% | +6.2% | +0.3% |
| 6M | -2.9% | -6.5% | +3.6% | -2.5% |
| YTD | -2.7% | +18.8% | -21.5% | -4.2% |
| 1Y | -4.6% | +9.0% | -13.6% | -5.5% |
| 3Y | +6.1% | +54.5% | -48.4% | -1.1% |
| All | +6.1% | +53.1% | -47.0% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling