-16.6%
TLT vs FIVE
+563.4%
-580.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +6.2% | +17.7% | -11.5% | +6.5% |
| 3M | +0.1% | +4.0% | -3.9% | +0.1% |
| 6M | -3.0% | +2.6% | -5.6% | -2.9% |
| YTD | -2.7% | +27.6% | -30.3% | -2.2% |
| 1Y | -4.8% | +59.9% | -64.8% | -3.8% |
| 3Y | +6.9% | +35.8% | -28.9% | +7.8% |
| 5Y | -34.5% | +14.4% | -48.9% | -34.3% |
| All | -16.6% | +563.4% | -580.0% | -7.6% |
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