-35.1%
TLT vs NTR
+45.0%
-80.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -1.6% | -2.5% | +0.9% | -1.6% |
| 30D | -1.3% | +17.0% | -18.4% | -1.2% |
| 3M | -3.7% | +22.2% | -25.9% | -3.5% |
| 6M | -6.4% | +5.2% | -11.5% | -6.2% |
| YTD | -4.5% | +29.7% | -34.1% | -4.3% |
| 1Y | -5.9% | +39.4% | -45.3% | -5.6% |
| 3Y | -2.8% | +38.2% | -41.0% | -3.0% |
| 5Y | -35.1% | +47.6% | -82.7% | -30.1% |
| All | -35.1% | +45.0% | -80.0% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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