-33.3%
TLT vs M
+27.3%
-60.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.2% |
| 7D | -0.4% | +4.7% | -5.2% | -0.4% |
| 30D | -0.6% | -9.6% | +9.1% | -0.6% |
| 3M | -2.7% | +0.9% | -3.6% | -2.7% |
| 6M | -5.6% | +22.3% | -27.9% | -5.6% |
| YTD | -2.8% | +6.5% | -9.3% | -2.8% |
| 1Y | -1.4% | +38.8% | -40.2% | -1.4% |
| 3Y | -1.6% | +115.9% | -117.5% | -1.2% |
| All | -33.3% | +27.3% | -60.5% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling