-33.3%
TLT vs FE
+45.0%
-78.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -0.4% | +1.9% | -2.4% | -0.7% |
| 30D | -0.6% | -1.2% | +0.6% | -0.4% |
| 3M | -2.7% | +3.5% | -6.2% | -3.3% |
| 6M | -5.6% | -6.1% | +0.4% | -4.8% |
| YTD | -2.8% | +7.6% | -10.4% | -4.1% |
| 1Y | -1.4% | +11.9% | -13.4% | -3.5% |
| 3Y | -1.6% | +48.4% | -50.0% | -8.2% |
| All | -33.3% | +45.0% | -78.2% | -36.0% |
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