+131.3%
TLT vs DRI
+1,963.7%
-1,832.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | +0.1% | +2.8% | -2.7% | +0.3% |
| 30D | +6.2% | +13.3% | -7.1% | +7.0% |
| 3M | +0.1% | +8.2% | -8.1% | +0.6% |
| 6M | -3.0% | +17.5% | -20.5% | -1.9% |
| YTD | -2.7% | +26.9% | -29.6% | -1.1% |
| 1Y | -4.8% | +31.6% | -36.4% | -3.0% |
| 3Y | +6.9% | +67.0% | -60.0% | +11.2% |
| 5Y | -34.5% | +72.9% | -107.4% | -31.4% |
| 10Y | -17.3% | +371.3% | -388.6% | -3.8% |
| All | +131.3% | +1,963.7% | -1,832.4% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling