-4.6%
TLT vs DRI
+32.5%
-37.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +0.3% | +3.1% | -2.8% | 0.0% |
| 30D | +5.1% | +16.2% | -11.1% | +4.0% |
| 3M | -0.2% | +8.4% | -8.6% | -0.9% |
| 6M | -2.9% | +19.0% | -21.9% | -4.2% |
| YTD | -2.7% | +28.8% | -31.5% | -5.2% |
| All | -4.6% | +32.5% | -37.0% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling