+2.8%
TLT vs NDAQ
+117.7%
-114.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -3.1% | +1.3% | -4.4% | -3.2% |
| 30D | +1.0% | +18.0% | -16.9% | 0.0% |
| 3M | -2.7% | +11.5% | -14.2% | -3.5% |
| 6M | -4.1% | +21.1% | -25.2% | -5.3% |
| YTD | -5.4% | +12.8% | -18.2% | -6.0% |
| 1Y | -7.0% | +25.7% | -32.7% | -8.6% |
| 3Y | +2.8% | +116.8% | -114.0% | -7.7% |
| All | +2.8% | +117.7% | -114.9% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling