-6.4%
TLT vs DOW
+28.8%
-35.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | 0.0% |
| 7D | -1.6% | -1.4% | -0.2% | -1.7% |
| 30D | -1.1% | -3.9% | +2.8% | -1.3% |
| 3M | -4.9% | -12.7% | +7.8% | -5.1% |
| 6M | -5.0% | -13.7% | +8.7% | -5.4% |
| YTD | -4.4% | +28.4% | -32.8% | -4.4% |
| 1Y | -6.4% | +21.8% | -28.1% | -5.9% |
| All | -6.4% | +28.8% | -35.1% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling