-16.6%
TLT vs M
-4.2%
-12.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | -0.2% |
| 7D | +0.1% | -4.3% | +4.4% | 0.0% |
| 30D | +6.2% | +1.3% | +4.9% | +6.3% |
| 3M | +0.1% | -7.4% | +7.4% | -0.2% |
| 6M | -3.0% | +18.3% | -21.3% | -2.2% |
| YTD | -2.7% | +7.6% | -10.3% | -2.2% |
| 1Y | -4.8% | +17.4% | -22.2% | -4.0% |
| 3Y | +6.9% | +108.4% | -101.4% | +11.9% |
| 5Y | -34.5% | -10.6% | -23.8% | -33.5% |
| All | -16.6% | -4.2% | -12.4% | -6.9% |
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