-12.3%
TLT vs FE
+110.9%
-123.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +3.7% | +4.3% | -0.6% | +3.7% |
| 3M | -0.7% | +0.4% | -1.1% | -0.7% |
| 6M | -4.2% | +6.9% | -11.1% | -4.1% |
| YTD | -4.0% | +8.0% | -12.0% | -3.9% |
| 1Y | -5.8% | +4.8% | -10.7% | -5.8% |
| 3Y | +4.1% | +49.0% | -44.8% | +5.1% |
| 5Y | -34.8% | +46.2% | -81.0% | -34.0% |
| 10Y | -12.3% | +120.9% | -133.2% | -14.7% |
| All | -12.3% | +110.9% | -123.2% | -14.7% |
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