-6.2%
TLT vs M
+25.7%
-31.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.1% |
| 7D | -1.0% | -3.3% | +2.3% | -0.9% |
| 30D | +3.7% | +8.1% | -4.4% | +3.2% |
| 3M | -0.8% | +2.2% | -3.0% | -1.1% |
| 6M | -3.6% | +35.1% | -38.7% | -4.1% |
| YTD | -3.9% | +15.8% | -19.7% | -4.8% |
| 1Y | -6.2% | +25.8% | -32.1% | -7.5% |
| All | -6.2% | +25.7% | -31.9% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling