-11.4%
TLT vs IR
+282.2%
-293.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.4% |
| 30D | -0.3% | -13.6% | +13.3% | -1.1% |
| 3M | -1.7% | +3.7% | -5.4% | -1.5% |
| 6M | -4.9% | -13.1% | +8.2% | -5.6% |
| YTD | -2.8% | -5.1% | +2.3% | -2.8% |
| 1Y | -4.2% | -6.5% | +2.3% | -4.3% |
| 3Y | -1.1% | +8.5% | -9.6% | +0.5% |
| 5Y | -33.7% | +43.3% | -77.0% | -30.6% |
| All | -11.4% | +282.2% | -293.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling