-5.6%
TLT vs NET
+11.0%
-16.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.8% |
| 7D | +1.0% | -16.4% | +17.3% | +1.0% |
| 30D | +6.0% | -25.8% | +31.9% | +6.1% |
| 3M | -0.9% | -11.5% | +10.6% | -0.9% |
| 6M | -2.3% | +18.9% | -21.2% | -2.5% |
| YTD | -3.3% | +35.2% | -38.5% | -3.4% |
| 1Y | -5.6% | +14.5% | -20.1% | -5.1% |
| All | -5.6% | +11.0% | -16.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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