-13.7%
TLT vs FND
+61.4%
-75.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.4% |
| 7D | -2.7% | -5.1% | +2.4% | -2.6% |
| 30D | +2.2% | +9.2% | -7.0% | +2.0% |
| 3M | -1.7% | -17.7% | +16.0% | -1.5% |
| 6M | -4.0% | +2.5% | -6.4% | -4.1% |
| YTD | -4.9% | -19.8% | +14.9% | -4.8% |
| 1Y | -7.4% | -22.7% | +15.3% | -7.2% |
| 3Y | +3.0% | -38.3% | +41.3% | +3.9% |
| 5Y | -35.1% | -63.0% | +27.9% | -35.6% |
| All | -13.7% | +61.4% | -75.1% | -5.9% |
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