-25.0%
TLT vs DT
+103.5%
-128.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | -0.4% | -3.3% | +2.9% | -0.4% |
| 30D | -0.6% | +2.0% | -2.6% | -0.6% |
| 3M | -2.7% | +20.0% | -22.7% | -2.7% |
| 6M | -5.6% | +39.3% | -44.9% | -5.6% |
| YTD | -2.8% | +19.8% | -22.5% | -2.8% |
| 1Y | -1.4% | +4.3% | -5.7% | -1.4% |
| 3Y | -1.6% | +7.7% | -9.3% | -1.6% |
| 5Y | -33.8% | -26.8% | -7.0% | -34.4% |
| All | -25.0% | +103.5% | -128.5% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling