-19.3%
TLT vs M
-3.0%
-16.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.1% |
| 7D | +0.4% | +2.4% | -2.0% | +0.5% |
| 30D | -0.3% | -11.6% | +11.3% | -0.8% |
| 3M | -1.7% | +1.6% | -3.4% | -1.6% |
| 6M | -4.9% | +25.2% | -30.1% | -3.9% |
| YTD | -2.8% | +3.8% | -6.5% | -2.5% |
| 1Y | -4.2% | +36.3% | -40.5% | -2.7% |
| 3Y | -1.1% | +116.3% | -117.4% | +3.8% |
| 5Y | -33.7% | +28.2% | -61.9% | -30.9% |
| All | -19.3% | -3.0% | -16.3% | -11.2% |
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