-35.1%
TLT vs MAR
+158.9%
-194.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +5.1% | +14.0% | -8.9% | +4.8% |
| 3M | -0.2% | +18.1% | -18.3% | -0.5% |
| 6M | -2.9% | +18.6% | -21.5% | -3.2% |
| YTD | -2.7% | +35.3% | -37.9% | -3.1% |
| 1Y | -4.6% | +44.5% | -49.1% | -5.0% |
| 3Y | +6.1% | +120.7% | -114.6% | +6.0% |
| 5Y | -35.1% | +164.1% | -199.2% | -34.8% |
| All | -35.1% | +158.9% | -194.1% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling