+131.2%
TLT vs DRI
+1,861.4%
-1,730.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.6% | +3.8% | -4.4% | -0.3% |
| 3M | -2.7% | +13.0% | -15.7% | -1.9% |
| 6M | -5.6% | +8.3% | -13.9% | -5.1% |
| YTD | -2.8% | +20.6% | -23.4% | -1.5% |
| 1Y | -1.4% | +6.5% | -7.9% | -0.9% |
| 3Y | -1.6% | +53.7% | -55.3% | +1.8% |
| 5Y | -33.8% | +72.7% | -106.5% | -30.7% |
| 10Y | -21.1% | +363.2% | -384.3% | -8.3% |
| All | +131.2% | +1,861.4% | -1,730.2% | +215.9% |
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