-2.6%
TLT vs FN
-54.4%
+51.8%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.2% | +14.5% | 0.0% |
| 7D | +0.5% | -16.0% | +16.5% | +0.3% |
| 30D | +6.0% | -40.1% | +46.1% | +5.7% |
| 3M | -0.9% | -43.9% | +43.0% | -1.3% |
| 6M | -2.6% | -55.6% | +53.0% | -3.1% |
| All | -2.6% | -54.4% | +51.8% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling