-9.8%
TLT vs P
+449.6%
-459.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.4% | +16.6% | -0.1% |
| 7D | +0.5% | -31.9% | +32.4% | -0.1% |
| 30D | +6.0% | -36.5% | +42.5% | +5.2% |
| 3M | -0.9% | +11.6% | -12.5% | -0.6% |
| 6M | -2.6% | +25.2% | -27.8% | -1.9% |
| YTD | -3.1% | +39.4% | -42.6% | -2.1% |
| 1Y | -4.4% | -3.7% | -0.7% | -4.0% |
| 3Y | +5.5% | +167.3% | -161.8% | +9.3% |
| 5Y | -34.7% | +237.3% | -272.0% | -31.3% |
| 10Y | -17.6% | +698.6% | -716.2% | -8.0% |
| All | -9.8% | +449.6% | -459.4% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling