-5.6%
TLT vs NDAQ
+28.8%
-34.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.7% |
| 7D | +1.0% | +3.9% | -3.0% | +0.8% |
| 30D | +6.0% | +19.0% | -13.0% | +5.5% |
| 3M | -0.9% | +17.6% | -18.5% | -1.4% |
| 6M | -2.3% | +21.0% | -23.3% | -2.5% |
| YTD | -3.3% | +14.1% | -17.4% | -3.1% |
| 1Y | -5.6% | +29.4% | -35.0% | -8.0% |
| All | -5.6% | +28.8% | -34.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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