+131.4%
TLT vs IT
+2,136.8%
-2,005.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | +0.1% |
| 7D | +0.3% | -18.8% | +19.1% | -1.0% |
| 30D | +5.1% | -0.1% | +5.2% | +5.2% |
| 3M | -0.2% | +2.9% | -3.1% | +0.3% |
| 6M | -2.9% | +20.4% | -23.3% | -1.0% |
| YTD | -2.7% | -24.3% | +21.6% | -3.8% |
| 1Y | -4.6% | -17.2% | +12.6% | -5.0% |
| 3Y | +6.1% | -52.4% | +58.5% | +2.0% |
| 5Y | -35.1% | -43.7% | +8.6% | -36.3% |
| 10Y | -12.5% | +90.3% | -102.8% | -0.5% |
| All | +131.4% | +2,136.8% | -2,005.3% | +239.5% |
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