-12.6%
TLT vs PM
+264.7%
-277.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | +1.0% | -3.2% | +4.3% | +1.0% |
| 3M | -2.7% | +6.2% | -8.9% | -2.6% |
| 6M | -4.1% | +7.7% | -11.8% | -4.0% |
| YTD | -5.4% | +27.3% | -32.6% | -4.9% |
| 1Y | -7.0% | +32.8% | -39.8% | -6.4% |
| 3Y | +2.8% | +150.0% | -147.2% | +6.4% |
| 5Y | -35.4% | +164.2% | -199.6% | -32.5% |
| All | -12.6% | +264.7% | -277.3% | -9.2% |
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