+126.1%
TLT vs IT
+2,134.7%
-2,008.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.6% |
| 7D | -2.7% | -3.7% | +1.0% | -2.9% |
| 30D | +2.2% | -3.1% | +5.3% | +2.1% |
| 3M | -1.7% | +6.3% | -8.1% | -1.1% |
| 6M | -4.0% | +24.8% | -28.7% | -1.8% |
| YTD | -4.9% | -24.4% | +19.4% | -6.0% |
| 1Y | -7.4% | -17.1% | +9.7% | -7.8% |
| 3Y | +3.0% | -53.6% | +56.7% | -1.1% |
| 5Y | -35.1% | -42.5% | +7.4% | -36.1% |
| 10Y | -12.7% | +88.8% | -101.5% | -0.8% |
| All | +126.1% | +2,134.7% | -2,008.6% | +231.6% |
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