+131.2%
TLT vs F
+161.3%
-30.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.3% |
| 7D | -0.4% | +5.3% | -5.8% | -0.1% |
| 30D | -0.6% | +4.6% | -5.2% | -0.3% |
| 3M | -2.7% | -3.7% | +0.9% | -2.9% |
| 6M | -5.6% | +16.8% | -22.4% | -4.4% |
| YTD | -2.8% | +15.3% | -18.1% | -1.6% |
| 1Y | -1.4% | +31.0% | -32.4% | +0.8% |
| 3Y | -1.6% | +45.4% | -47.0% | +2.1% |
| 5Y | -33.8% | +54.7% | -88.5% | -29.9% |
| 10Y | -21.1% | +98.2% | -119.4% | -11.8% |
| All | +131.2% | +161.3% | -30.0% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling