+89.0%
TLT vs DLR
+3,457.3%
-3,368.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | +0.2% |
| 7D | +0.3% | +2.4% | -2.1% | +0.4% |
| 30D | +5.1% | +0.7% | +4.4% | +5.2% |
| 3M | -0.2% | -6.4% | +6.2% | -0.4% |
| 6M | -2.9% | -6.5% | +3.6% | -3.1% |
| YTD | -2.7% | +18.8% | -21.5% | -1.9% |
| 1Y | -4.6% | +9.0% | -13.6% | -4.1% |
| 3Y | +6.1% | +54.5% | -48.4% | +8.7% |
| 5Y | -35.1% | +35.8% | -71.0% | -34.0% |
| 10Y | -12.5% | +177.5% | -190.0% | -4.9% |
| All | +89.0% | +3,457.3% | -3,368.2% | +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