+6.5%
TLT vs PL
+403.1%
-396.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.1% | +10.3% | +0.3% |
| 7D | +0.5% | -20.5% | +21.1% | +0.8% |
| 30D | +6.0% | -38.8% | +44.8% | +6.6% |
| 3M | -0.9% | -49.1% | +48.2% | -0.2% |
| 6M | -2.6% | -69.4% | +66.8% | -1.4% |
| YTD | -3.1% | -42.3% | +39.2% | -2.9% |
| 1Y | -4.4% | -14.2% | +9.8% | -4.9% |
| All | +6.5% | +403.1% | -396.6% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling