+2.8%
TLT vs MA
+70.7%
-67.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -3.1% | +1.3% | -4.4% | -3.2% |
| 30D | +1.0% | +9.6% | -8.6% | +0.4% |
| 3M | -2.7% | +16.8% | -19.5% | -3.7% |
| 6M | -4.1% | +35.2% | -39.3% | -6.0% |
| YTD | -5.4% | +16.6% | -21.9% | -6.2% |
| 1Y | -7.0% | +19.8% | -26.8% | -8.1% |
| 3Y | +2.8% | +70.7% | -67.9% | +1.1% |
| All | +2.8% | +70.7% | -67.9% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling