-13.3%
TLT vs FND
+54.9%
-68.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -1.6% | -5.1% | +3.5% | -1.5% |
| 30D | -1.3% | -22.5% | +21.2% | -0.9% |
| 3M | -3.7% | -5.0% | +1.3% | -3.7% |
| 6M | -6.4% | -21.5% | +15.2% | -6.1% |
| YTD | -4.5% | -23.0% | +18.6% | -4.2% |
| 1Y | -5.9% | -44.9% | +39.0% | -5.3% |
| 3Y | -2.8% | -50.0% | +47.2% | -2.1% |
| 5Y | -35.1% | -63.3% | +28.3% | -35.4% |
| All | -13.3% | +54.9% | -68.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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