-4.8%
TLT vs MTB
+22.0%
-26.8%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.3% | +1.1% | -1.3% | -0.3% |
| 30D | 0.0% | -4.6% | +4.6% | 0.0% |
| 3M | -2.9% | +6.3% | -9.1% | -2.9% |
| 6M | -6.3% | +15.6% | -21.9% | -6.3% |
| YTD | -3.3% | +20.6% | -23.9% | -3.2% |
| All | -4.8% | +22.0% | -26.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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