-0.2%
TLT vs NVD
-99.2%
+99.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.6% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | 0.0% | -9.3% | +9.3% | 0.0% |
| 3M | -2.9% | -22.1% | +19.2% | -2.9% |
| 6M | -6.3% | -45.8% | +39.5% | -6.2% |
| YTD | -3.3% | -46.7% | +43.4% | -3.3% |
| 1Y | -4.2% | -59.5% | +55.3% | -4.2% |
| 3Y | -1.7% | -99.2% | +97.5% | -10.7% |
| All | -0.2% | -99.2% | +99.0% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling