-12.6%
TLT vs MSCI
+811.9%
-824.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.4% |
| 7D | -3.1% | +3.0% | -6.1% | -3.1% |
| 30D | +1.0% | +17.8% | -16.7% | +1.0% |
| 3M | -2.7% | +15.2% | -17.9% | -2.8% |
| 6M | -4.1% | +16.5% | -20.6% | -4.2% |
| YTD | -5.4% | +16.4% | -21.7% | -5.4% |
| 1Y | -7.0% | +16.8% | -23.8% | -7.1% |
| 3Y | +2.8% | +35.8% | -32.9% | +3.0% |
| 5Y | -35.4% | +7.0% | -42.3% | -36.3% |
| All | -12.6% | +811.9% | -824.5% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling