-26.2%
TLT vs NET
+1,381.0%
-1,407.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.8% |
| 7D | +1.0% | -16.4% | +17.3% | +1.2% |
| 30D | +6.0% | -25.8% | +31.9% | +6.4% |
| 3M | -0.9% | -11.5% | +10.6% | -0.8% |
| 6M | -2.3% | +18.9% | -21.2% | -2.7% |
| YTD | -3.3% | +35.2% | -38.5% | -4.0% |
| 1Y | -5.6% | +14.5% | -20.1% | -6.0% |
| 3Y | +5.2% | +313.8% | -308.6% | +2.3% |
| 5Y | -33.9% | +32.6% | -66.4% | -36.1% |
| All | -26.2% | +1,381.0% | -1,407.2% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling