-5.6%
TLT vs GEN
+20.2%
-25.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.6% |
| 7D | +1.0% | +26.9% | -25.9% | -0.3% |
| 30D | +6.0% | +38.6% | -32.6% | +4.4% |
| 3M | -0.9% | +9.7% | -10.7% | -1.6% |
| 6M | -2.3% | +58.9% | -61.2% | -4.1% |
| YTD | -3.3% | +15.3% | -18.6% | -3.8% |
| 1Y | -5.6% | +21.8% | -27.4% | -6.2% |
| All | -5.6% | +20.2% | -25.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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