-21.7%
TLT vs MA
+523.7%
-545.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.1% |
| 7D | -0.4% | -2.7% | +2.3% | -0.6% |
| 30D | -0.6% | +1.5% | -2.1% | -0.5% |
| 3M | -2.7% | +20.4% | -23.2% | -1.4% |
| 6M | -5.6% | +11.1% | -16.8% | -4.9% |
| YTD | -2.8% | +2.0% | -4.7% | -2.6% |
| 1Y | -1.4% | -2.2% | +0.7% | -1.5% |
| 3Y | -1.6% | +41.9% | -43.5% | +1.8% |
| 5Y | -33.8% | +75.4% | -109.2% | -29.5% |
| All | -21.7% | +523.7% | -545.4% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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