+6.9%
TLT vs DRI
+66.4%
-59.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | +2.8% | -2.7% | 0.0% |
| 30D | +6.2% | +13.3% | -7.1% | +5.6% |
| 3M | +0.1% | +8.2% | -8.1% | -0.4% |
| 6M | -3.0% | +17.5% | -20.5% | -3.7% |
| YTD | -2.7% | +26.9% | -29.6% | -3.8% |
| 1Y | -4.8% | +31.6% | -36.4% | -6.1% |
| 3Y | +6.9% | +67.0% | -60.0% | +4.0% |
| All | +6.9% | +66.4% | -59.5% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling