+128.5%
TLT vs DRI
+1,987.3%
-1,858.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | +0.1% |
| 7D | -1.0% | -0.7% | -0.3% | -1.1% |
| 30D | +3.7% | +14.7% | -11.0% | +4.6% |
| 3M | -0.8% | +5.4% | -6.2% | -0.4% |
| 6M | -3.6% | +18.8% | -22.4% | -2.4% |
| YTD | -3.9% | +28.4% | -32.3% | -2.3% |
| 1Y | -6.2% | +37.7% | -43.9% | -4.1% |
| 3Y | +4.2% | +68.0% | -63.8% | +8.3% |
| 5Y | -34.7% | +78.8% | -113.5% | -31.5% |
| 10Y | -11.8% | +334.2% | -346.0% | +1.8% |
| All | +128.5% | +1,987.3% | -1,858.8% | +213.5% |
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