+131.2%
TLT vs NI
+1,322.6%
-1,191.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.1% |
| 7D | -0.4% | +2.0% | -2.4% | -0.3% |
| 30D | -0.6% | -3.5% | +3.0% | -0.8% |
| 3M | -2.7% | -9.1% | +6.4% | -3.3% |
| 6M | -5.6% | -11.8% | +6.2% | -6.4% |
| YTD | -2.8% | +1.1% | -3.9% | -2.6% |
| 1Y | -1.4% | +6.7% | -8.1% | -0.8% |
| 3Y | -1.6% | +71.1% | -72.7% | +3.0% |
| 5Y | -33.8% | +94.3% | -128.1% | -29.5% |
| 10Y | -21.1% | +135.8% | -156.9% | -12.4% |
| All | +131.2% | +1,322.6% | -1,191.4% | +245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling