+131.2%
TLT vs FE
+386.9%
-255.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.1% |
| 7D | -0.4% | +1.9% | -2.4% | -0.3% |
| 30D | -0.6% | -1.2% | +0.6% | -0.6% |
| 3M | -2.7% | +3.5% | -6.2% | -2.5% |
| 6M | -5.6% | -6.1% | +0.4% | -5.9% |
| YTD | -2.8% | +7.6% | -10.4% | -2.4% |
| 1Y | -1.4% | +11.9% | -13.4% | -0.8% |
| 3Y | -1.6% | +48.4% | -50.0% | +0.8% |
| 5Y | -33.8% | +44.8% | -78.6% | -32.1% |
| 10Y | -21.1% | +115.9% | -137.0% | -15.4% |
| All | +131.2% | +386.9% | -255.7% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling