-7.0%
TLT vs MAR
+47.1%
-54.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -3.1% | +1.6% | -4.7% | -3.3% |
| 30D | +1.0% | +13.8% | -12.8% | -0.4% |
| 3M | -2.7% | +20.3% | -23.0% | -4.6% |
| 6M | -4.1% | +21.3% | -25.5% | -6.3% |
| YTD | -5.4% | +37.2% | -42.6% | -8.6% |
| 1Y | -7.0% | +48.4% | -55.5% | -10.8% |
| All | -7.0% | +47.1% | -54.1% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling