-12.5%
TLT vs DRI
+370.8%
-383.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.1% |
| 7D | +0.3% | +3.1% | -2.8% | +0.4% |
| 30D | +5.1% | +16.2% | -11.1% | +5.6% |
| 3M | -0.2% | +8.4% | -8.6% | +0.1% |
| 6M | -2.9% | +19.0% | -21.9% | -2.3% |
| YTD | -2.7% | +28.8% | -31.5% | -1.7% |
| 1Y | -4.6% | +33.1% | -37.7% | -3.5% |
| 3Y | +6.1% | +70.8% | -64.7% | +8.8% |
| 5Y | -35.1% | +74.2% | -109.4% | -33.3% |
| 10Y | -12.5% | +345.5% | -358.0% | -3.3% |
| All | -12.5% | +370.8% | -383.3% | -3.3% |
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