-5.3%
TLT vs FIVE
+826.1%
-831.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.1% |
| 7D | +0.5% | -1.7% | +2.3% | +0.5% |
| 30D | +6.0% | +14.9% | -8.9% | +6.4% |
| 3M | -0.9% | +7.6% | -8.5% | -0.7% |
| 6M | -2.6% | +6.4% | -9.0% | -2.4% |
| YTD | -3.1% | +28.1% | -31.2% | -2.3% |
| 1Y | -4.4% | +54.7% | -59.1% | -3.0% |
| 3Y | +5.5% | +36.1% | -30.6% | +6.9% |
| 5Y | -34.7% | +14.9% | -49.6% | -34.0% |
| 10Y | -17.6% | +578.8% | -596.5% | -6.0% |
| All | -5.3% | +826.1% | -831.4% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling