-16.6%
TLT vs F
+80.8%
-97.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | +1.6% | -1.5% | +0.2% |
| 30D | +6.2% | +2.6% | +3.5% | +6.3% |
| 3M | +0.1% | -8.8% | +8.9% | -0.2% |
| 6M | -3.0% | +4.6% | -7.6% | -2.6% |
| YTD | -2.7% | -1.9% | -0.8% | -2.6% |
| 1Y | -4.8% | -0.8% | -4.1% | -4.6% |
| 3Y | +6.9% | +43.5% | -36.6% | +9.8% |
| 5Y | -34.5% | -12.1% | -22.4% | -34.7% |
| All | -16.6% | +80.8% | -97.3% | -4.3% |
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