-25.4%
TLT vs DT
+98.4%
-123.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -0.3% | -0.5% | +0.3% | -0.3% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | -2.9% | +24.1% | -27.0% | -2.8% |
| 6M | -6.3% | +30.1% | -36.4% | -6.2% |
| YTD | -3.3% | +16.8% | -20.1% | -3.3% |
| 1Y | -4.2% | -0.1% | -4.1% | -4.2% |
| 3Y | -1.7% | +6.8% | -8.5% | -1.7% |
| 5Y | -34.9% | -28.4% | -6.5% | -35.5% |
| All | -25.4% | +98.4% | -123.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling