+58.2%
TLT vs MSCI
+3,095.4%
-3,037.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.2% |
| 7D | +0.1% | +2.8% | -2.7% | +0.3% |
| 30D | +6.2% | +15.4% | -9.2% | +7.2% |
| 3M | -0.3% | +13.4% | -13.8% | +0.5% |
| 6M | -3.4% | +10.9% | -14.3% | -2.5% |
| YTD | -3.1% | +13.0% | -16.1% | -2.1% |
| 1Y | -5.2% | +12.0% | -17.3% | -4.3% |
| 3Y | +6.5% | +34.1% | -27.6% | +9.6% |
| 5Y | -34.7% | +3.9% | -38.6% | -34.1% |
| 10Y | -17.6% | +802.0% | -819.6% | +9.3% |
| All | +58.2% | +3,095.4% | -3,037.2% | +151.5% |
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