-34.8%
TLT vs F
-14.7%
-20.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.3% | +1.0% | -1.2% | -0.3% |
| 30D | +3.7% | +2.1% | +1.6% | +3.6% |
| 3M | -0.7% | -10.3% | +9.6% | -0.3% |
| 6M | -4.2% | +3.3% | -7.5% | -4.4% |
| YTD | -4.0% | -2.0% | -2.0% | -4.0% |
| 1Y | -5.8% | -2.3% | -3.6% | -5.9% |
| 3Y | +4.1% | +49.9% | -45.8% | +2.3% |
| 5Y | -34.8% | -12.5% | -22.3% | -35.7% |
| All | -34.8% | -14.7% | -20.1% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling