-11.8%
TLT vs M
-5.1%
-6.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | -1.0% | -3.3% | +2.3% | -1.1% |
| 30D | +3.7% | +8.1% | -4.4% | +4.0% |
| 3M | -0.8% | +2.2% | -3.0% | -0.6% |
| 6M | -3.6% | +35.1% | -38.7% | -2.3% |
| YTD | -3.9% | +15.8% | -19.7% | -3.1% |
| 1Y | -6.2% | +25.8% | -32.1% | -5.1% |
| 3Y | +4.2% | +156.2% | -152.1% | +10.1% |
| 5Y | -34.7% | -2.4% | -32.3% | -33.5% |
| 10Y | -11.8% | -7.1% | -4.7% | -1.9% |
| All | -11.8% | -5.1% | -6.7% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling