-33.7%
TLT vs DOW
-37.1%
+3.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | 0.0% |
| 7D | +0.4% | -2.9% | +3.3% | +0.4% |
| 30D | -0.3% | +2.0% | -2.2% | -0.3% |
| 3M | -1.7% | -12.5% | +10.8% | -1.8% |
| 6M | -4.9% | -9.2% | +4.3% | -5.0% |
| YTD | -2.8% | +30.8% | -33.6% | -2.8% |
| 1Y | -4.2% | +29.4% | -33.6% | -4.1% |
| 3Y | -1.1% | -34.6% | +33.5% | -2.8% |
| 5Y | -33.7% | -35.9% | +2.2% | -34.0% |
| All | -33.7% | -37.1% | +3.4% | -34.0% |
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