-10.9%
TLT vs FN
+800.2%
-811.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.8% | +0.1% |
| 7D | -1.0% | +8.0% | -9.0% | -0.9% |
| 30D | +4.1% | -19.1% | +23.3% | +3.9% |
| 3M | -0.4% | -29.8% | +29.5% | -0.7% |
| 6M | -3.2% | -43.2% | +40.0% | -3.6% |
| YTD | -3.5% | -18.9% | +15.4% | -3.3% |
| 1Y | -5.8% | -17.9% | +12.0% | -5.5% |
| 3Y | +4.6% | +120.1% | -115.5% | +7.9% |
| 5Y | -34.4% | +206.7% | -241.1% | -31.0% |
| All | -10.9% | +800.2% | -811.1% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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