-3.0%
TLT vs FIG
-77.1%
+74.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.4% |
| 7D | -3.1% | +3.4% | -6.5% | -3.1% |
| 30D | +1.0% | -9.5% | +10.5% | +1.1% |
| 3M | -2.7% | -26.2% | +23.5% | -2.6% |
| 6M | -4.1% | +2.7% | -6.8% | -4.1% |
| YTD | -5.4% | -48.0% | +42.6% | -5.2% |
| 1Y | -7.0% | -52.0% | +45.0% | -6.9% |
| All | -3.0% | -77.1% | +74.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling