-6.2%
TLT vs FIVE
+66.9%
-73.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +3.7% | +17.4% | -13.7% | +2.6% |
| 3M | -0.8% | +7.0% | -7.8% | -1.3% |
| 6M | -3.6% | +20.5% | -24.0% | -4.9% |
| YTD | -3.9% | +33.1% | -37.0% | -5.5% |
| 1Y | -6.2% | +67.1% | -73.3% | -10.3% |
| All | -6.2% | +66.9% | -73.1% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling