-19.3%
TLT vs NDAQ
+378.9%
-398.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.1% |
| 7D | +0.4% | -2.6% | +3.0% | +0.3% |
| 30D | -0.3% | +0.5% | -0.8% | -0.3% |
| 3M | -1.7% | +9.9% | -11.6% | -1.2% |
| 6M | -4.9% | +8.2% | -13.1% | -4.4% |
| YTD | -2.8% | -1.5% | -1.3% | -2.7% |
| 1Y | -4.2% | +1.3% | -5.5% | -4.0% |
| 3Y | -1.1% | +92.6% | -93.7% | +4.0% |
| 5Y | -33.7% | +53.8% | -87.5% | -31.7% |
| All | -19.3% | +378.9% | -398.2% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling