-12.5%
TLT vs FE
+108.0%
-120.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | +0.3% | -1.1% | +1.4% | +0.3% |
| 30D | +5.1% | +4.6% | +0.5% | +5.1% |
| 3M | -0.2% | -0.8% | +0.6% | -0.2% |
| 6M | -2.9% | +7.3% | -10.2% | -2.9% |
| YTD | -2.7% | +8.3% | -11.0% | -2.6% |
| 1Y | -4.6% | +5.7% | -10.3% | -4.5% |
| 3Y | +6.1% | +49.0% | -42.9% | +7.0% |
| 5Y | -35.1% | +49.2% | -84.3% | -34.3% |
| 10Y | -12.5% | +110.7% | -123.2% | -14.3% |
| All | -12.5% | +108.0% | -120.5% | -14.3% |
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