-15.8%
TLT vs NTR
+103.6%
-119.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.1% |
| 7D | +0.4% | +3.8% | -3.4% | +0.6% |
| 30D | -0.3% | +25.2% | -25.5% | +1.1% |
| 3M | -1.7% | +21.0% | -22.7% | -0.5% |
| 6M | -4.9% | +7.6% | -12.5% | -4.3% |
| YTD | -2.8% | +32.9% | -35.7% | -0.9% |
| 1Y | -4.2% | +43.1% | -47.3% | -1.8% |
| 3Y | -1.1% | +41.6% | -42.7% | +1.3% |
| 5Y | -33.7% | +54.8% | -88.5% | -29.4% |
| All | -15.8% | +103.6% | -119.3% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling