-29.4%
TLT vs PL
+84.9%
-114.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.2% |
| 7D | -0.4% | -9.3% | +8.9% | -0.3% |
| 30D | -0.6% | -18.9% | +18.4% | -0.3% |
| 3M | -2.7% | -58.4% | +55.6% | -1.7% |
| 6M | -5.6% | -30.3% | +24.7% | -5.5% |
| YTD | -2.8% | -8.1% | +5.3% | -3.1% |
| 1Y | -1.4% | +180.5% | -181.9% | -4.1% |
| 3Y | -1.6% | +444.1% | -445.7% | -6.9% |
| 5Y | -33.8% | +83.0% | -116.8% | -38.9% |
| All | -29.4% | +84.9% | -114.3% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling