-11.4%
TLT vs IR
+288.5%
-300.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -0.4% | -2.8% | +2.4% | -0.6% |
| 30D | -0.6% | -15.1% | +14.6% | -1.4% |
| 3M | -2.7% | +6.1% | -8.8% | -2.3% |
| 6M | -5.6% | -16.8% | +11.2% | -6.5% |
| YTD | -2.8% | -3.5% | +0.8% | -2.8% |
| 1Y | -1.4% | -3.5% | +2.1% | -1.3% |
| 3Y | -1.6% | +9.5% | -11.1% | 0.0% |
| 5Y | -33.8% | +45.1% | -78.9% | -30.7% |
| All | -11.4% | +288.5% | -300.0% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling