+91.5%
TLT vs MKTX
+1,445.7%
-1,354.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -0.3% | +1.0% | -1.3% | -0.3% |
| 3M | -1.7% | +41.3% | -43.0% | -0.2% |
| 6M | -4.9% | -11.3% | +6.4% | -5.2% |
| YTD | -2.8% | -8.6% | +5.8% | -2.9% |
| 1Y | -4.2% | -11.1% | +6.9% | -4.4% |
| 3Y | -1.1% | -24.5% | +23.4% | -1.6% |
| 5Y | -33.7% | -61.4% | +27.7% | -36.0% |
| 10Y | -20.7% | +6.8% | -27.5% | -17.1% |
| All | +91.5% | +1,445.7% | -1,354.1% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling