-12.2%
TLT vs FDS
+127.0%
-139.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.5% |
| 7D | -2.7% | -2.6% | -0.1% | -2.7% |
| 30D | +2.2% | +14.1% | -11.9% | +2.3% |
| 3M | -1.7% | +19.8% | -21.5% | -1.6% |
| 6M | -4.0% | +55.0% | -58.9% | -3.4% |
| YTD | -4.9% | +15.9% | -20.8% | -4.8% |
| 1Y | -7.4% | +24.2% | -31.6% | -7.1% |
| 3Y | +3.0% | -24.0% | +27.1% | +2.4% |
| 5Y | -35.1% | -23.3% | -11.7% | -35.5% |
| All | -12.2% | +127.0% | -139.2% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling