-34.6%
TLT vs FE
+42.2%
-76.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +6.2% | +4.1% | +2.0% | +5.5% |
| 3M | -0.3% | -1.0% | +0.7% | -0.2% |
| 6M | -3.4% | +4.0% | -7.4% | -4.1% |
| YTD | -3.1% | +6.8% | -10.0% | -4.4% |
| 1Y | -5.2% | +5.3% | -10.5% | -6.2% |
| 3Y | +6.5% | +44.6% | -38.1% | -0.5% |
| All | -34.6% | +42.2% | -76.8% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling