+2.8%
TLT vs MSCI
+34.1%
-31.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | -3.1% | +3.0% | -6.1% | -3.3% |
| 30D | +1.0% | +17.8% | -16.7% | -0.1% |
| 3M | -2.7% | +15.2% | -17.9% | -3.7% |
| 6M | -4.1% | +16.5% | -20.6% | -5.3% |
| YTD | -5.4% | +16.4% | -21.7% | -6.6% |
| 1Y | -7.0% | +16.8% | -23.8% | -8.3% |
| 3Y | +2.8% | +35.8% | -32.9% | -0.4% |
| All | +2.8% | +34.1% | -31.3% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling