-17.4%
TLT vs DOW
-6.9%
-10.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | +0.3% |
| 7D | -1.0% | -0.5% | -0.5% | -1.1% |
| 30D | +3.7% | +15.7% | -12.0% | +5.0% |
| 3M | -0.8% | +5.3% | -6.1% | -0.3% |
| 6M | -3.6% | -14.2% | +10.6% | -4.5% |
| YTD | -3.9% | +43.9% | -47.8% | -0.2% |
| 1Y | -6.2% | +53.1% | -59.3% | -1.9% |
| 3Y | +4.2% | -21.8% | +26.0% | +2.2% |
| 5Y | -34.7% | -28.3% | -6.4% | -36.1% |
| All | -17.4% | -6.9% | -10.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling