-34.9%
TLT vs DTE
+31.9%
-66.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | 0.0% | -0.5% | +0.5% | +0.1% |
| 3M | -2.9% | -6.0% | +3.2% | -1.8% |
| 6M | -6.3% | -7.2% | +0.9% | -5.0% |
| YTD | -3.3% | +7.2% | -10.5% | -5.0% |
| 1Y | -4.2% | +4.1% | -8.3% | -5.3% |
| 3Y | -1.7% | +46.9% | -48.5% | -9.7% |
| 5Y | -34.9% | +32.9% | -67.8% | -37.7% |
| All | -34.9% | +31.9% | -66.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling