-5.9%
TLT vs NVD
-54.6%
+48.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.6% | -1.1% |
| 7D | -1.6% | +9.0% | -10.6% | -1.5% |
| 30D | -1.3% | -5.5% | +4.1% | -1.3% |
| 3M | -3.7% | -24.6% | +20.9% | -3.8% |
| 6M | -6.4% | -42.1% | +35.7% | -6.3% |
| YTD | -4.5% | -44.3% | +39.9% | -4.5% |
| 1Y | -5.9% | -54.2% | +48.3% | -5.6% |
| All | -5.9% | -54.6% | +48.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling