-4.8%
TLT vs MSCI
+14.2%
-19.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +0.1% | +2.8% | -2.7% | 0.0% |
| 30D | +6.2% | +15.4% | -9.2% | +5.6% |
| 3M | +0.1% | +13.4% | -13.4% | -0.5% |
| 6M | -3.0% | +10.9% | -13.9% | -3.4% |
| YTD | -2.7% | +13.0% | -15.7% | -3.6% |
| 1Y | -4.8% | +12.0% | -16.9% | -5.1% |
| All | -4.8% | +14.2% | -19.0% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling