-25.8%
TLT vs NET
+1,449.6%
-1,475.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.2% |
| 7D | -0.4% | -7.0% | +6.5% | -0.3% |
| 30D | -0.6% | -4.8% | +4.2% | -0.5% |
| 3M | -2.7% | +3.8% | -6.6% | -2.8% |
| 6M | -5.6% | +50.0% | -55.7% | -6.3% |
| YTD | -2.8% | +41.5% | -44.3% | -3.4% |
| 1Y | -1.4% | +32.8% | -34.3% | -2.1% |
| 3Y | -1.6% | +335.9% | -337.5% | -4.4% |
| 5Y | -33.8% | +113.8% | -147.6% | -35.9% |
| All | -25.8% | +1,449.6% | -1,475.4% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling