+131.3%
TLT vs FDS
+2,242.9%
-2,111.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | -0.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +6.2% | +20.2% | -14.0% | +7.7% |
| 3M | +0.1% | +19.9% | -19.8% | +1.6% |
| 6M | -3.0% | +56.2% | -59.1% | +0.9% |
| YTD | -2.7% | +14.6% | -17.3% | -1.2% |
| 1Y | -4.8% | +31.6% | -36.4% | -2.1% |
| 3Y | +6.9% | -23.8% | +30.7% | +5.3% |
| 5Y | -34.5% | -22.6% | -11.9% | -35.1% |
| 10Y | -17.3% | +139.3% | -156.6% | -4.6% |
| All | +131.3% | +2,242.9% | -2,111.6% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling