-9.8%
TLT vs P
+469.1%
-478.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | +0.1% |
| 7D | +0.1% | -23.8% | +23.9% | -0.4% |
| 30D | +6.2% | -36.6% | +42.8% | +5.4% |
| 3M | -0.3% | +10.9% | -11.2% | 0.0% |
| 6M | -3.4% | +30.0% | -33.3% | -2.6% |
| YTD | -3.1% | +44.4% | -47.5% | -2.1% |
| 1Y | -5.2% | +3.9% | -9.2% | -4.7% |
| 3Y | +6.5% | +176.6% | -170.1% | +10.4% |
| 5Y | -34.7% | +249.3% | -284.0% | -31.3% |
| 10Y | -17.6% | +726.9% | -744.5% | -8.0% |
| All | -9.8% | +469.1% | -478.9% | +1.3% |
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