-19.8%
TLT vs M
-7.1%
-12.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.7% |
| 7D | -0.3% | -4.1% | +3.8% | -0.4% |
| 30D | 0.0% | -13.6% | +13.6% | -0.6% |
| 3M | -2.9% | -2.3% | -0.6% | -2.9% |
| 6M | -6.3% | +21.9% | -28.2% | -5.4% |
| YTD | -3.3% | -0.6% | -2.8% | -3.2% |
| 1Y | -4.2% | +29.7% | -33.9% | -2.9% |
| 3Y | -1.7% | +107.3% | -108.9% | +3.0% |
| 5Y | -34.9% | +20.5% | -55.4% | -32.3% |
| 10Y | -19.8% | -6.1% | -13.7% | -11.8% |
| All | -19.8% | -7.1% | -12.7% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded M 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling