-0.7%
TLT vs DLR
+59.3%
-60.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.4% | +1.6% | -2.0% | -0.6% |
| 30D | -0.6% | -3.4% | +2.8% | -0.2% |
| 3M | -2.7% | +0.5% | -3.2% | -2.9% |
| 6M | -5.6% | +4.6% | -10.2% | -6.3% |
| YTD | -2.8% | +23.4% | -26.2% | -5.2% |
| 1Y | -1.4% | +19.0% | -20.5% | -3.7% |
| All | -0.7% | +59.3% | -60.0% | -12.5% |
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