-11.4%
TLT vs MAR
+541.3%
-552.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | +0.1% |
| 7D | -1.0% | +1.0% | -2.0% | -1.0% |
| 30D | +4.1% | +16.2% | -12.1% | +4.7% |
| 3M | -0.4% | +23.1% | -23.4% | +0.4% |
| 6M | -3.2% | +22.0% | -25.1% | -2.4% |
| YTD | -3.5% | +39.2% | -42.7% | -2.2% |
| 1Y | -5.8% | +48.3% | -54.1% | -4.2% |
| 3Y | +4.6% | +123.4% | -118.8% | +9.0% |
| 5Y | -34.4% | +185.4% | -219.8% | -30.2% |
| 10Y | -11.4% | +539.2% | -550.6% | -1.8% |
| All | -11.4% | +541.3% | -552.7% | -1.8% |
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