-19.8%
TLT vs IT
+88.4%
-108.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -0.3% | -9.1% | +8.9% | -0.5% |
| 30D | 0.0% | -12.2% | +12.1% | -0.3% |
| 3M | -2.9% | +7.8% | -10.7% | -2.5% |
| 6M | -6.3% | +2.0% | -8.2% | -6.0% |
| YTD | -3.3% | -32.7% | +29.4% | -4.3% |
| 1Y | -4.2% | -31.1% | +26.9% | -5.0% |
| 3Y | -1.7% | -52.1% | +50.4% | -3.2% |
| 5Y | -34.9% | -46.3% | +11.4% | -35.1% |
| 10Y | -19.8% | +91.4% | -111.2% | -7.1% |
| All | -19.8% | +88.4% | -108.2% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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