-12.3%
TLT vs PM
+242.6%
-254.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -0.3% | -6.6% | +6.3% | -0.4% |
| 30D | +3.7% | -3.4% | +7.2% | +3.7% |
| 3M | -0.7% | +5.3% | -6.0% | -0.6% |
| 6M | -4.2% | +15.5% | -19.7% | -3.9% |
| YTD | -4.0% | +24.3% | -28.2% | -3.5% |
| 1Y | -5.8% | +29.7% | -35.5% | -5.3% |
| 3Y | +4.1% | +144.9% | -140.8% | +7.6% |
| 5Y | -34.8% | +159.0% | -193.8% | -32.0% |
| 10Y | -12.3% | +250.9% | -263.3% | -8.0% |
| All | -12.3% | +242.6% | -254.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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