+128.4%
TLT vs MAR
+3,251.6%
-3,123.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.1% |
| 7D | -0.3% | +2.9% | -3.1% | 0.0% |
| 30D | +3.7% | +17.0% | -13.3% | +5.3% |
| 3M | -0.7% | +23.2% | -23.8% | +1.4% |
| 6M | -4.2% | +21.7% | -25.9% | -2.2% |
| YTD | -4.0% | +38.9% | -42.8% | -0.6% |
| 1Y | -5.8% | +48.7% | -54.5% | -1.8% |
| 3Y | +4.1% | +122.9% | -118.8% | +14.0% |
| 5Y | -34.8% | +177.5% | -212.3% | -26.0% |
| 10Y | -12.3% | +537.5% | -549.9% | +14.7% |
| All | +128.4% | +3,251.6% | -3,123.2% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling