-12.5%
TLT vs PM
+228.8%
-241.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | 0.0% |
| 7D | +0.3% | -7.3% | +7.6% | +0.2% |
| 30D | +5.1% | -4.0% | +9.1% | +5.0% |
| 3M | -0.2% | +2.7% | -2.9% | -0.1% |
| 6M | -2.9% | +14.9% | -17.8% | -2.7% |
| YTD | -2.7% | +23.5% | -26.2% | -2.2% |
| 1Y | -4.6% | +30.4% | -35.0% | -4.0% |
| 3Y | +6.1% | +143.2% | -137.1% | +9.5% |
| 5Y | -35.1% | +159.5% | -194.6% | -32.4% |
| 10Y | -12.5% | +234.7% | -247.1% | -7.6% |
| All | -12.5% | +228.8% | -241.2% | -7.6% |
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