-34.7%
TLT vs FND
-60.6%
+25.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | -1.0% | -4.4% | +3.4% | -0.7% |
| 30D | +3.7% | +14.5% | -10.8% | +2.4% |
| 3M | -0.8% | -15.6% | +14.8% | +0.4% |
| 6M | -3.6% | +4.7% | -8.3% | -4.4% |
| YTD | -3.9% | -16.1% | +12.2% | -3.4% |
| 1Y | -6.2% | -16.0% | +9.8% | -5.8% |
| 3Y | +4.2% | -35.5% | +39.6% | +6.1% |
| 5Y | -34.7% | -60.5% | +25.8% | -34.6% |
| All | -34.7% | -60.6% | +25.9% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling