-6.4%
TLT vs NI
+4.4%
-10.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.6% | 0.0% | -1.7% | -1.6% |
| 30D | -1.1% | -1.4% | +0.2% | -1.0% |
| 3M | -4.9% | -10.6% | +5.7% | -3.8% |
| 6M | -5.0% | -9.3% | +4.3% | -4.2% |
| YTD | -4.4% | +1.1% | -5.5% | -4.3% |
| 1Y | -6.4% | +3.4% | -9.8% | -5.5% |
| All | -6.4% | +4.4% | -10.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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