-20.7%
TLT vs DRI
+350.3%
-371.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.4% |
| 30D | -0.3% | -0.4% | +0.1% | -0.3% |
| 3M | -1.7% | +9.5% | -11.2% | -1.4% |
| 6M | -4.9% | +6.5% | -11.4% | -4.6% |
| YTD | -2.8% | +18.4% | -21.2% | -2.1% |
| 1Y | -4.2% | +4.2% | -8.4% | -4.0% |
| 3Y | -1.1% | +57.1% | -58.2% | +1.2% |
| 5Y | -33.7% | +70.4% | -104.1% | -31.7% |
| 10Y | -20.7% | +354.0% | -374.7% | -11.4% |
| All | -20.7% | +350.3% | -371.0% | -11.4% |
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