-11.4%
TLT vs FIVE
+535.9%
-547.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +4.1% | +17.4% | -13.3% | +4.4% |
| 3M | -0.4% | +7.0% | -7.4% | -0.2% |
| 6M | -3.2% | +20.5% | -23.6% | -2.8% |
| YTD | -3.5% | +33.1% | -36.6% | -2.9% |
| 1Y | -5.8% | +67.1% | -72.9% | -4.8% |
| 3Y | +4.6% | +41.9% | -37.3% | +5.5% |
| 5Y | -34.4% | +21.1% | -55.5% | -34.1% |
| 10Y | -11.4% | +518.8% | -530.2% | -3.7% |
| All | -11.4% | +535.9% | -547.3% | -3.7% |
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