-12.2%
TLT vs DRI
+330.2%
-342.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +2.2% | +10.8% | -8.7% | +2.5% |
| 3M | -1.7% | +0.9% | -2.6% | -1.7% |
| 6M | -4.0% | +16.3% | -20.3% | -3.4% |
| YTD | -4.9% | +27.8% | -32.7% | -4.0% |
| 1Y | -7.4% | +33.9% | -41.2% | -6.3% |
| 3Y | +3.0% | +67.2% | -64.2% | +5.5% |
| 5Y | -35.1% | +79.0% | -114.1% | -33.1% |
| All | -12.2% | +330.2% | -342.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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