-35.1%
TLT vs IT
-42.9%
+7.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | +0.3% | -18.8% | +19.1% | +0.6% |
| 30D | +5.1% | -0.1% | +5.2% | +5.1% |
| 3M | -0.2% | +2.9% | -3.1% | -0.2% |
| 6M | -2.9% | +20.4% | -23.3% | -3.2% |
| YTD | -2.7% | -24.3% | +21.6% | -2.2% |
| 1Y | -4.6% | -17.2% | +12.6% | -4.3% |
| 3Y | +6.1% | -52.4% | +58.5% | +7.4% |
| 5Y | -35.1% | -43.7% | +8.6% | -34.8% |
| All | -35.1% | -42.9% | +7.7% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling