-9.5%
TLT vs P
+485.4%
-494.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -0.4% | +6.5% | -7.0% | -0.3% |
| 30D | -0.6% | +18.8% | -19.4% | -0.2% |
| 3M | -2.7% | +26.7% | -29.5% | -2.2% |
| 6M | -5.6% | +62.2% | -67.8% | -4.5% |
| YTD | -2.8% | +48.5% | -51.3% | -1.8% |
| 1Y | -1.4% | +26.4% | -27.8% | -0.6% |
| 3Y | -1.6% | +159.4% | -161.0% | +1.7% |
| 5Y | -33.8% | +275.8% | -309.6% | -30.2% |
| 10Y | -21.1% | +732.0% | -753.2% | -11.9% |
| All | -9.5% | +485.4% | -494.8% | +1.6% |
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