-33.3%
TLT vs FIVE
+31.2%
-64.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | +0.1% |
| 7D | -0.4% | +4.3% | -4.7% | -0.5% |
| 30D | -0.6% | +12.5% | -13.1% | -0.9% |
| 3M | -2.7% | +31.2% | -34.0% | -3.4% |
| 6M | -5.6% | +14.4% | -20.0% | -6.0% |
| YTD | -2.8% | +33.9% | -36.7% | -3.5% |
| 1Y | -1.4% | +65.1% | -66.5% | -2.6% |
| 3Y | -1.6% | +49.0% | -50.6% | -2.6% |
| All | -33.3% | +31.2% | -64.5% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling