+131.2%
TLT vs MAR
+2,533.5%
-2,402.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -0.4% | -4.2% | +3.7% | -0.8% |
| 30D | -0.6% | -6.7% | +6.1% | -1.2% |
| 3M | -2.7% | -12.5% | +9.8% | -3.9% |
| 6M | -5.6% | +0.6% | -6.2% | -5.4% |
| YTD | -2.8% | +9.1% | -11.9% | -1.7% |
| 1Y | -1.4% | +26.2% | -27.6% | +1.2% |
| 3Y | -1.6% | +68.2% | -69.7% | +4.8% |
| 5Y | -33.8% | +163.9% | -197.7% | -25.0% |
| 10Y | -21.1% | +420.6% | -441.7% | +1.3% |
| All | +131.2% | +2,533.5% | -2,402.3% | +309.9% |
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