-20.7%
TLT vs FDS
+77.6%
-98.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.1% |
| 7D | +0.4% | -5.4% | +5.8% | +0.3% |
| 30D | -0.3% | +1.6% | -1.9% | -0.3% |
| 3M | -1.7% | +17.7% | -19.5% | -1.4% |
| 6M | -4.9% | +29.1% | -34.0% | -4.4% |
| YTD | -2.8% | +1.0% | -3.8% | -2.7% |
| 1Y | -4.2% | -21.6% | +17.4% | -4.6% |
| 3Y | -1.1% | -30.1% | +29.0% | -1.6% |
| 5Y | -33.7% | -20.7% | -13.0% | -33.1% |
| 10Y | -20.7% | +78.3% | -99.0% | -10.1% |
| All | -20.7% | +77.6% | -98.2% | -10.1% |
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