-5.9%
TLT vs FND
-45.8%
+40.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -1.6% | -5.1% | +3.5% | -1.2% |
| 30D | -1.3% | -22.5% | +21.2% | +0.7% |
| 3M | -3.7% | -5.0% | +1.3% | -3.5% |
| 6M | -6.4% | -21.5% | +15.2% | -5.4% |
| YTD | -4.5% | -23.0% | +18.6% | -3.5% |
| 1Y | -5.9% | -44.9% | +39.0% | -2.1% |
| All | -5.9% | -45.8% | +40.0% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling