-20.7%
TLT vs INFY
+80.1%
-100.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.2% |
| 7D | -1.6% | -5.4% | +3.8% | -1.8% |
| 30D | -1.1% | -9.9% | +8.7% | -1.4% |
| 3M | -4.9% | -4.6% | -0.3% | -4.9% |
| 6M | -5.0% | -18.5% | +13.4% | -5.6% |
| YTD | -4.4% | -36.5% | +32.2% | -5.7% |
| 1Y | -6.4% | -32.8% | +26.4% | -7.4% |
| 3Y | -2.0% | -32.2% | +30.2% | -2.9% |
| 5Y | -35.0% | -44.7% | +9.7% | -36.2% |
| All | -20.7% | +80.1% | -100.8% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 10y: compounded portfolio wealth divided by compounded INFY 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…
10y analysis · Full analysis span regression · 6 months rolling