-12.2%
TLT vs MAR
+531.5%
-543.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -2.7% | +1.8% | -4.5% | -2.6% |
| 30D | +2.2% | +14.3% | -12.2% | +2.7% |
| 3M | -1.7% | +20.0% | -21.7% | -1.1% |
| 6M | -4.0% | +21.7% | -25.7% | -3.2% |
| YTD | -4.9% | +37.7% | -42.6% | -3.7% |
| 1Y | -7.4% | +46.8% | -54.2% | -5.8% |
| 3Y | +3.0% | +121.0% | -118.0% | +7.3% |
| 5Y | -35.1% | +183.1% | -218.2% | -30.9% |
| All | -12.2% | +531.5% | -543.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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