-35.1%
TLT vs DOW
-30.5%
-4.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | 0.0% |
| 7D | +0.3% | -9.4% | +9.7% | +0.2% |
| 30D | +5.1% | +8.9% | -3.8% | +5.2% |
| 3M | -0.2% | +6.7% | -6.9% | -0.1% |
| 6M | -2.9% | -14.2% | +11.3% | -2.9% |
| YTD | -2.7% | +36.9% | -39.6% | -2.9% |
| 1Y | -4.6% | +45.8% | -50.3% | -4.8% |
| 3Y | +6.1% | -23.9% | +30.0% | +5.3% |
| 5Y | -35.1% | -30.8% | -4.4% | -34.8% |
| All | -35.1% | -30.5% | -4.7% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling