-34.7%
TLT vs P
+272.9%
-307.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | 0.0% |
| 7D | -1.0% | -4.7% | +3.7% | -1.0% |
| 30D | +3.7% | -31.4% | +35.1% | +3.9% |
| 3M | -0.8% | -2.6% | +1.9% | -0.9% |
| 6M | -3.6% | +21.9% | -25.5% | -3.9% |
| YTD | -3.9% | +58.9% | -62.9% | -4.6% |
| 1Y | -6.2% | +21.7% | -28.0% | -6.7% |
| 3Y | +4.2% | +193.3% | -189.2% | +1.3% |
| 5Y | -34.7% | +275.1% | -309.8% | -35.8% |
| All | -34.7% | +272.9% | -307.6% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling