+88.8%
TLT vs DLR
+3,595.7%
-3,506.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | +1.6% | -2.0% | -0.4% |
| 30D | -0.6% | -3.4% | +2.8% | -0.7% |
| 3M | -2.7% | +0.5% | -3.2% | -2.7% |
| 6M | -5.6% | +4.6% | -10.2% | -5.4% |
| YTD | -2.8% | +23.4% | -26.2% | -1.8% |
| 1Y | -1.4% | +19.0% | -20.5% | -0.6% |
| 3Y | -1.6% | +56.5% | -58.1% | +0.8% |
| 5Y | -33.8% | +33.3% | -67.1% | -32.9% |
| 10Y | -21.1% | +165.1% | -186.3% | -14.8% |
| All | +88.8% | +3,595.7% | -3,506.8% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling