-12.6%
TLT vs FE
+126.1%
-138.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -3.1% | +1.2% | -4.3% | -3.1% |
| 30D | +1.0% | +4.5% | -3.5% | +1.1% |
| 3M | -2.7% | +1.3% | -4.1% | -2.7% |
| 6M | -4.1% | +8.7% | -12.8% | -4.1% |
| YTD | -5.4% | +9.2% | -14.6% | -5.3% |
| 1Y | -7.0% | +7.0% | -14.0% | -6.9% |
| 3Y | +2.8% | +51.4% | -48.6% | +3.8% |
| 5Y | -35.4% | +47.7% | -83.1% | -34.5% |
| All | -12.6% | +126.1% | -138.7% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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