-2.1%
TLT vs MKTX
-25.2%
+23.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -1.3% | +0.8% | -2.2% | -1.4% |
| 3M | -3.7% | +41.1% | -44.9% | -5.8% |
| 6M | -6.4% | -9.5% | +3.2% | -5.1% |
| YTD | -4.5% | -8.7% | +4.2% | -3.3% |
| 1Y | -5.9% | -10.0% | +4.1% | -4.7% |
| All | -2.1% | -25.2% | +23.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling