-20.7%
TLT vs PM
+196.3%
-217.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | -0.3% | -2.6% | +2.3% | -0.3% |
| 3M | -1.7% | +5.8% | -7.5% | -1.6% |
| 6M | -4.9% | +10.6% | -15.5% | -4.8% |
| YTD | -2.8% | +17.2% | -20.0% | -2.5% |
| 1Y | -4.2% | +17.6% | -21.8% | -3.9% |
| 3Y | -1.1% | +124.3% | -125.3% | +1.4% |
| 5Y | -33.7% | +125.1% | -158.8% | -31.9% |
| 10Y | -20.7% | +198.6% | -219.3% | -16.3% |
| All | -20.7% | +196.3% | -217.0% | -16.3% |
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