-11.4%
TLT vs F
+74.7%
-86.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | -1.0% | -2.1% | +1.1% | -1.1% |
| 30D | +4.1% | +3.3% | +0.8% | +4.2% |
| 3M | -0.4% | -11.3% | +11.0% | -0.7% |
| 6M | -3.2% | +5.3% | -8.5% | -2.8% |
| YTD | -3.5% | -2.2% | -1.3% | -3.4% |
| 1Y | -5.8% | -3.5% | -2.3% | -5.7% |
| 3Y | +4.6% | +49.5% | -44.9% | +7.7% |
| 5Y | -34.4% | -13.5% | -20.9% | -34.7% |
| 10Y | -11.4% | +69.0% | -80.4% | 0.0% |
| All | -11.4% | +74.7% | -86.1% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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