+131.2%
TLT vs IT
+2,082.9%
-1,951.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | -0.2% |
| 7D | -0.4% | -6.0% | +5.6% | -0.8% |
| 30D | -0.6% | 0.0% | -0.6% | -0.5% |
| 3M | -2.7% | +13.1% | -15.8% | -1.5% |
| 6M | -5.6% | +11.7% | -17.3% | -4.4% |
| YTD | -2.8% | -26.1% | +23.3% | -4.2% |
| 1Y | -1.4% | -21.3% | +19.8% | -2.3% |
| 3Y | -1.6% | -46.7% | +45.2% | -4.5% |
| 5Y | -33.8% | -40.5% | +6.7% | -34.7% |
| 10Y | -21.1% | +103.9% | -125.0% | -9.8% |
| All | +131.2% | +2,082.9% | -1,951.7% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling