-33.3%
TLT vs O
+13.2%
-46.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | -0.6% | -1.9% | +1.3% | -0.2% |
| 3M | -2.7% | +3.8% | -6.6% | -3.6% |
| 6M | -5.6% | -4.7% | -0.9% | -4.8% |
| YTD | -2.8% | +12.5% | -15.3% | -5.5% |
| 1Y | -1.4% | +10.8% | -12.3% | -4.0% |
| 3Y | -1.6% | +28.8% | -30.4% | -8.3% |
| All | -33.3% | +13.2% | -46.4% | -37.5% |
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