-30.3%
TLT vs PL
+45.6%
-75.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.3% | +5.6% | -5.9% | -0.4% |
| 30D | +3.7% | -16.9% | +20.7% | +3.9% |
| 3M | -0.7% | -38.2% | +37.6% | -0.1% |
| 6M | -4.2% | -63.4% | +59.3% | -3.1% |
| YTD | -4.0% | -27.6% | +23.7% | -4.1% |
| 1Y | -5.8% | +6.6% | -12.4% | -6.6% |
| 3Y | +4.1% | +557.6% | -553.5% | -1.8% |
| 5Y | -34.8% | +39.5% | -74.3% | -39.6% |
| All | -30.3% | +45.6% | -75.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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