+131.3%
TLT vs NDAQ
+3,491.5%
-3,360.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | +0.2% |
| 30D | +6.2% | +16.5% | -10.3% | +7.4% |
| 3M | +0.1% | +13.5% | -13.4% | +1.0% |
| 6M | -3.0% | +20.9% | -23.9% | -1.5% |
| YTD | -2.7% | +11.4% | -14.1% | -1.8% |
| 1Y | -4.8% | +25.9% | -30.8% | -3.0% |
| 3Y | +6.9% | +119.9% | -112.9% | +14.0% |
| 5Y | -34.5% | +61.7% | -96.2% | -31.6% |
| 10Y | -17.3% | +481.6% | -498.9% | -2.5% |
| All | +131.3% | +3,491.5% | -3,360.1% | +211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling