+58.8%
TLT vs MSCI
+2,756.4%
-2,697.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -0.6% | +0.6% | -1.1% | -0.5% |
| 3M | -2.7% | -7.1% | +4.3% | -3.1% |
| 6M | -5.6% | +0.8% | -6.5% | -5.4% |
| YTD | -2.8% | +1.0% | -3.8% | -2.5% |
| 1Y | -1.4% | +4.3% | -5.8% | -0.9% |
| 3Y | -1.6% | +9.9% | -11.5% | -0.2% |
| 5Y | -33.8% | -6.8% | -27.1% | -33.6% |
| 10Y | -21.1% | +614.7% | -635.8% | +2.3% |
| All | +58.8% | +2,756.4% | -2,697.6% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling