-35.1%
TLT vs DLR
+36.4%
-71.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | -0.3% |
| 7D | +0.3% | +2.4% | -2.1% | 0.0% |
| 30D | +5.1% | +0.7% | +4.4% | +4.9% |
| 3M | -0.2% | -6.4% | +6.2% | +0.4% |
| 6M | -2.9% | -6.5% | +3.6% | -2.4% |
| YTD | -2.7% | +18.8% | -21.5% | -4.9% |
| 1Y | -4.6% | +9.0% | -13.6% | -5.9% |
| 3Y | +6.1% | +54.5% | -48.4% | -0.9% |
| 5Y | -35.1% | +35.8% | -71.0% | -38.3% |
| All | -35.1% | +36.4% | -71.5% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling