-4.2%
TLT vs PM
+18.4%
-22.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +0.4% | -1.3% | +1.7% | +0.5% |
| 30D | -0.3% | -2.6% | +2.3% | -0.2% |
| 3M | -1.7% | +5.8% | -7.5% | -1.9% |
| 6M | -4.9% | +10.6% | -15.5% | -5.5% |
| YTD | -2.8% | +17.2% | -20.0% | -3.5% |
| 1Y | -4.2% | +17.6% | -21.8% | -4.9% |
| All | -4.2% | +18.4% | -22.6% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling