-35.1%
TLT vs M
-4.1%
-31.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.5% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | +2.2% | +7.0% | -4.8% | +2.1% |
| 3M | -1.7% | +3.1% | -4.9% | -1.8% |
| 6M | -4.0% | +33.5% | -37.5% | -3.9% |
| YTD | -4.9% | +13.4% | -18.4% | -5.0% |
| 1Y | -7.4% | +22.4% | -29.8% | -7.4% |
| 3Y | +3.0% | +150.9% | -147.8% | +3.6% |
| 5Y | -35.1% | -3.0% | -32.0% | -35.9% |
| All | -35.1% | -4.1% | -31.0% | -35.9% |
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 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