-35.1%
TLT vs MKTX
-60.6%
+25.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.0% |
| 6M | -6.4% | -9.5% | +3.2% | -5.6% |
| YTD | -4.5% | -8.7% | +4.2% | -3.8% |
| 1Y | -5.9% | -10.0% | +4.1% | -5.1% |
| 3Y | -2.8% | -24.6% | +21.8% | -1.7% |
| 5Y | -35.1% | -60.3% | +25.2% | -35.9% |
| All | -35.1% | -60.6% | +25.5% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling