-20.7%
TLT vs NYT
+489.9%
-510.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | -1.1% | +4.6% | -5.7% | -1.1% |
| 3M | -4.9% | -9.6% | +4.7% | -5.0% |
| 6M | -5.0% | -14.0% | +9.0% | -5.2% |
| YTD | -4.4% | -2.8% | -1.5% | -4.3% |
| 1Y | -6.4% | +15.6% | -22.0% | -6.0% |
| 3Y | -2.0% | +56.3% | -58.3% | -0.8% |
| 5Y | -35.0% | +39.5% | -74.5% | -34.7% |
| All | -20.7% | +489.9% | -510.6% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling