-33.7%
TLT vs MAR
+155.0%
-188.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.4% | -1.7% | +2.1% | +0.4% |
| 30D | -0.3% | -6.9% | +6.6% | -0.2% |
| 3M | -1.7% | -15.8% | +14.1% | -1.5% |
| 6M | -4.9% | +1.9% | -6.9% | -4.9% |
| YTD | -2.8% | +6.6% | -9.4% | -2.8% |
| 1Y | -4.2% | +23.7% | -27.9% | -4.2% |
| 3Y | -1.1% | +64.6% | -65.7% | -0.9% |
| 5Y | -33.7% | +156.4% | -190.1% | -33.0% |
| All | -33.7% | +155.0% | -188.7% | -33.0% |
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