-11.8%
TLT vs FE
+120.9%
-132.7%
-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 | +3.7% | +3.6% | +0.1% | +3.7% |
| 3M | -0.8% | +0.3% | -1.1% | -0.8% |
| 6M | -3.6% | +6.4% | -10.0% | -3.5% |
| YTD | -3.9% | +8.1% | -12.0% | -3.8% |
| 1Y | -6.2% | +4.6% | -10.8% | -6.2% |
| 3Y | +4.2% | +49.1% | -45.0% | +5.1% |
| 5Y | -34.7% | +46.1% | -80.8% | -33.8% |
| 10Y | -11.8% | +122.7% | -134.5% | -14.2% |
| All | -11.8% | +120.9% | -132.7% | -14.2% |
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