-18.7%
TLT vs DOW
-5.5%
-13.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.5% |
| 7D | -3.1% | +5.2% | -8.3% | -2.7% |
| 30D | +1.0% | +13.2% | -12.1% | +2.1% |
| 3M | -2.7% | +10.1% | -12.8% | -1.9% |
| 6M | -4.1% | -13.1% | +8.9% | -5.0% |
| YTD | -5.4% | +46.1% | -51.5% | -1.5% |
| 1Y | -7.0% | +50.0% | -57.0% | -3.0% |
| 3Y | +2.8% | -20.2% | +23.1% | +1.1% |
| 5Y | -35.4% | -27.7% | -7.7% | -36.7% |
| All | -18.7% | -5.5% | -13.2% | -9.9% |
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