+130.4%
TLT vs FE
+383.3%
-252.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.1% |
| 7D | +0.1% | -1.0% | +1.1% | 0.0% |
| 30D | +6.2% | +4.1% | +2.0% | +6.4% |
| 3M | -0.3% | -1.0% | +0.7% | -0.4% |
| 6M | -3.4% | +4.0% | -7.4% | -3.1% |
| YTD | -3.1% | +6.8% | -10.0% | -2.7% |
| 1Y | -5.2% | +5.3% | -10.5% | -4.9% |
| 3Y | +6.5% | +44.6% | -38.1% | +8.9% |
| 5Y | -34.7% | +44.2% | -78.9% | -33.0% |
| 10Y | -17.6% | +107.3% | -124.9% | -11.9% |
| All | +130.4% | +383.3% | -252.9% | +159.8% |
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