-5.8%
TLT vs IT
-18.2%
+12.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.3% |
| 7D | -0.3% | -7.5% | +7.2% | -0.2% |
| 30D | +3.7% | -1.2% | +4.9% | +3.9% |
| 3M | -0.7% | -2.2% | +1.5% | -0.6% |
| 6M | -4.2% | +19.1% | -23.3% | -4.1% |
| YTD | -4.0% | -25.1% | +21.1% | -2.5% |
| 1Y | -5.8% | -17.4% | +11.5% | -4.7% |
| All | -5.8% | -18.2% | +12.4% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling