-11.8%
TLT vs FND
+66.0%
-77.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.1% |
| 7D | -0.4% | -5.2% | +4.8% | -0.3% |
| 30D | -0.6% | -19.9% | +19.3% | -0.2% |
| 3M | -2.7% | +2.7% | -5.5% | -2.8% |
| 6M | -5.6% | -21.7% | +16.0% | -5.4% |
| YTD | -2.8% | -17.5% | +14.7% | -2.6% |
| 1Y | -1.4% | -39.3% | +37.9% | -1.0% |
| 3Y | -1.6% | -49.8% | +48.2% | -1.1% |
| 5Y | -33.8% | -60.1% | +26.3% | -34.1% |
| All | -11.8% | +66.0% | -77.8% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling