-34.5%
TLT vs NI
+113.9%
-148.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -3.1% | +4.3% | -7.4% | -3.8% |
| 30D | +1.0% | +12.4% | -11.3% | -0.9% |
| 3M | -2.7% | +10.2% | -12.9% | -4.3% |
| 6M | -4.1% | -0.8% | -3.3% | -4.2% |
| YTD | -5.4% | +13.2% | -18.6% | -7.6% |
| 1Y | -7.0% | +10.1% | -17.1% | -8.8% |
| 3Y | +2.8% | +103.1% | -100.3% | -10.0% |
| All | -34.5% | +113.9% | -148.5% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling