-35.1%
TLT vs O
+11.2%
-46.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | +0.3% | +3.3% | -3.1% | -0.4% |
| 30D | +5.1% | +10.3% | -5.2% | +2.8% |
| 3M | -0.2% | -3.5% | +3.3% | +0.5% |
| 6M | -2.9% | -1.3% | -1.6% | -2.8% |
| YTD | -2.7% | +10.3% | -13.0% | -5.1% |
| 1Y | -4.6% | +10.4% | -15.0% | -7.1% |
| 3Y | +6.1% | +40.0% | -33.9% | -2.6% |
| 5Y | -35.1% | +12.4% | -47.5% | -38.5% |
| All | -35.1% | +11.2% | -46.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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