-7.0%
TLT vs FE
+5.8%
-12.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -3.1% | +1.2% | -4.3% | -3.3% |
| 30D | +1.0% | +4.5% | -3.5% | +0.4% |
| 3M | -2.7% | +1.3% | -4.1% | -3.1% |
| 6M | -4.1% | +8.7% | -12.8% | -5.4% |
| YTD | -5.4% | +9.2% | -14.6% | -6.6% |
| 1Y | -7.0% | +7.0% | -14.0% | -7.8% |
| All | -7.0% | +5.8% | -12.8% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling