-12.6%
TLT vs P
+652.0%
-664.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.5% |
| 7D | -3.1% | +11.6% | -14.7% | -2.9% |
| 30D | +1.0% | -23.7% | +24.7% | +0.7% |
| 3M | -2.7% | -8.0% | +5.3% | -2.8% |
| 6M | -4.1% | +27.9% | -32.1% | -3.6% |
| YTD | -5.4% | +61.2% | -66.5% | -4.3% |
| 1Y | -7.0% | +28.6% | -35.6% | -6.3% |
| 3Y | +2.8% | +200.5% | -197.6% | +6.2% |
| 5Y | -35.4% | +282.9% | -318.3% | -32.3% |
| All | -12.6% | +652.0% | -664.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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