+131.2%
TLT vs M
+140.0%
-8.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.3% |
| 7D | -0.4% | +4.7% | -5.2% | -0.2% |
| 30D | -0.6% | -9.6% | +9.1% | -1.2% |
| 3M | -2.7% | +0.9% | -3.6% | -2.6% |
| 6M | -5.6% | +22.3% | -27.9% | -4.3% |
| YTD | -2.8% | +6.5% | -9.3% | -2.1% |
| 1Y | -1.4% | +38.8% | -40.2% | +1.0% |
| 3Y | -1.6% | +115.9% | -117.5% | +5.3% |
| 5Y | -33.8% | +28.6% | -62.5% | -29.9% |
| 10Y | -21.1% | -2.5% | -18.6% | -12.0% |
| All | +131.2% | +140.0% | -8.8% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling