-1.4%
TLT vs FDS
-17.4%
+16.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.2% |
| 7D | -0.4% | -1.9% | +1.5% | -0.4% |
| 30D | -0.6% | +9.0% | -9.6% | -0.7% |
| 3M | -2.7% | +18.9% | -21.6% | -2.9% |
| 6M | -5.6% | +35.1% | -40.8% | -6.0% |
| YTD | -2.8% | +5.5% | -8.3% | -2.3% |
| 1Y | -1.4% | -16.8% | +15.4% | +1.7% |
| All | -1.4% | -17.4% | +16.0% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling