+125.1%
TLT vs DTE
+1,042.0%
-916.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.1% | +3.4% | -6.5% | -3.0% |
| 30D | +1.0% | +8.9% | -7.8% | +1.4% |
| 3M | -2.7% | +1.1% | -3.8% | -2.7% |
| 6M | -4.1% | +0.1% | -4.2% | -4.1% |
| YTD | -5.4% | +11.1% | -16.4% | -4.8% |
| 1Y | -7.0% | +4.9% | -12.0% | -6.8% |
| 3Y | +2.8% | +58.6% | -55.7% | +5.8% |
| 5Y | -35.4% | +47.3% | -82.6% | -33.6% |
| 10Y | -13.1% | +151.3% | -164.5% | -4.7% |
| All | +125.1% | +1,042.0% | -916.9% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling