-11.4%
TLT vs FE
+120.9%
-132.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | +4.1% | +3.6% | +0.5% | +4.1% |
| 3M | -0.4% | +0.3% | -0.7% | -0.4% |
| 6M | -3.2% | +6.4% | -9.6% | -3.1% |
| YTD | -3.5% | +8.1% | -11.6% | -3.4% |
| 1Y | -5.8% | +4.6% | -10.4% | -5.8% |
| 3Y | +4.6% | +49.1% | -44.5% | +5.6% |
| 5Y | -34.4% | +46.1% | -80.5% | -33.6% |
| 10Y | -11.4% | +122.7% | -134.2% | -13.9% |
| All | -11.4% | +120.9% | -132.3% | -13.9% |
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