+50.7%
TLT vs PM
+752.6%
-701.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | 0.0% |
| 7D | -0.4% | -4.9% | +4.4% | -0.8% |
| 30D | -0.6% | -3.4% | +2.8% | -0.8% |
| 3M | -2.7% | +5.2% | -7.9% | -2.2% |
| 6M | -5.6% | +3.7% | -9.3% | -5.2% |
| YTD | -2.8% | +15.8% | -18.5% | -1.3% |
| 1Y | -1.4% | +17.4% | -18.8% | +0.2% |
| 3Y | -1.6% | +116.9% | -118.5% | +7.1% |
| 5Y | -33.8% | +117.3% | -151.1% | -27.7% |
| 10Y | -21.1% | +193.8% | -214.9% | -7.6% |
| All | +50.7% | +752.6% | -701.9% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling