+131.4%
TLT vs O
+1,226.4%
-1,095.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | -0.2% | -3.5% | +3.3% | -0.3% |
| 6M | -2.9% | -1.3% | -1.6% | -2.9% |
| YTD | -2.7% | +10.3% | -13.0% | -2.3% |
| 1Y | -4.6% | +10.4% | -15.0% | -4.2% |
| 3Y | +6.1% | +40.0% | -33.9% | +7.6% |
| 5Y | -35.1% | +12.4% | -47.5% | -34.8% |
| 10Y | -12.5% | +78.2% | -90.7% | -8.6% |
| All | +131.4% | +1,226.4% | -1,095.0% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling