-34.9%
TLT vs NI
+95.2%
-130.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -0.3% | +1.3% | -1.5% | -0.5% |
| 30D | 0.0% | -0.3% | +0.2% | 0.0% |
| 3M | -2.9% | -9.5% | +6.6% | -1.4% |
| 6M | -6.3% | -10.2% | +4.0% | -4.8% |
| YTD | -3.3% | +1.8% | -5.1% | -3.9% |
| 1Y | -4.2% | +5.7% | -9.9% | -5.4% |
| 3Y | -1.7% | +69.6% | -71.3% | -11.1% |
| 5Y | -34.9% | +95.8% | -130.7% | -39.3% |
| All | -34.9% | +95.2% | -130.0% | -39.3% |
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