-19.8%
TLT vs MAR
+419.7%
-439.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | 0.0% | -4.7% | +4.6% | -0.2% |
| 3M | -2.9% | -15.6% | +12.7% | -3.5% |
| 6M | -6.3% | +1.2% | -7.5% | -6.1% |
| YTD | -3.3% | +7.5% | -10.8% | -2.9% |
| 1Y | -4.2% | +26.6% | -30.8% | -3.0% |
| 3Y | -1.7% | +66.0% | -67.6% | +1.3% |
| 5Y | -34.9% | +154.1% | -189.0% | -30.6% |
| 10Y | -19.8% | +441.9% | -461.7% | -9.9% |
| All | -19.8% | +419.7% | -439.5% | -9.9% |
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