-11.4%
TLT vs IR
+322.3%
-333.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.1% |
| 7D | +0.1% | +3.7% | -3.6% | +0.3% |
| 30D | +6.2% | +7.4% | -1.3% | +6.6% |
| 3M | +0.1% | -5.9% | +6.0% | -0.2% |
| 6M | -3.0% | +5.6% | -8.5% | -2.6% |
| YTD | -2.7% | +4.8% | -7.6% | -2.2% |
| 1Y | -4.8% | +6.9% | -11.8% | -4.2% |
| 3Y | +6.9% | +27.6% | -20.6% | +9.8% |
| 5Y | -34.5% | +45.8% | -80.3% | -31.6% |
| All | -11.4% | +322.3% | -333.6% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling