+128.5%
TLT vs MTB
+428.2%
-299.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.0% | -2.0% | +1.0% | -1.3% |
| 30D | +3.7% | +0.1% | +3.5% | +3.7% |
| 3M | -0.8% | -12.1% | +11.3% | -2.4% |
| 6M | -3.6% | +7.3% | -10.9% | -2.6% |
| YTD | -3.9% | +11.5% | -15.5% | -2.4% |
| 1Y | -6.2% | +21.3% | -27.5% | -3.6% |
| 3Y | +4.2% | +104.1% | -100.0% | +15.9% |
| 5Y | -34.7% | +61.8% | -96.5% | -28.4% |
| 10Y | -11.8% | +115.4% | -127.2% | +6.6% |
| All | +128.5% | +428.2% | -299.7% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling