-12.5%
TLT vs FIVE
+596.6%
-609.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | +0.1% |
| 7D | +0.3% | +6.2% | -5.9% | +0.4% |
| 30D | +5.1% | +18.2% | -13.1% | +5.4% |
| 3M | -0.2% | +3.8% | -4.0% | -0.1% |
| 6M | -2.9% | +13.7% | -16.6% | -2.7% |
| YTD | -2.7% | +34.7% | -37.4% | -2.0% |
| 1Y | -4.6% | +66.6% | -71.2% | -3.5% |
| 3Y | +6.1% | +44.3% | -38.2% | +7.1% |
| 5Y | -35.1% | +18.8% | -53.9% | -35.0% |
| 10Y | -12.5% | +569.2% | -581.7% | -4.1% |
| All | -12.5% | +596.6% | -609.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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