-33.7%
TLT vs FND
-61.9%
+28.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -0.3% | -23.6% | +23.3% | +1.8% |
| 3M | -1.7% | +4.3% | -6.1% | -2.3% |
| 6M | -4.9% | -20.3% | +15.4% | -3.7% |
| YTD | -2.8% | -21.3% | +18.5% | -1.6% |
| 1Y | -4.2% | -45.4% | +41.2% | -0.3% |
| 3Y | -1.1% | -48.9% | +47.8% | +2.5% |
| 5Y | -33.7% | -61.0% | +27.3% | -33.4% |
| All | -33.7% | -61.9% | +28.1% | -33.4% |
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 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