+50.2%
TLT vs PM
+824.3%
-774.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.2% |
| 7D | +0.1% | -5.2% | +5.3% | -0.3% |
| 30D | +6.2% | +2.7% | +3.5% | +6.4% |
| 3M | -0.3% | +5.2% | -5.6% | +0.1% |
| 6M | -3.4% | +17.0% | -20.4% | -1.9% |
| YTD | -3.1% | +25.5% | -28.6% | -1.0% |
| 1Y | -5.2% | +35.5% | -40.7% | -2.4% |
| 3Y | +6.5% | +143.9% | -137.4% | +17.2% |
| 5Y | -34.7% | +161.8% | -196.6% | -27.1% |
| 10Y | -17.6% | +235.9% | -253.5% | -1.8% |
| All | +50.2% | +824.3% | -774.1% | +124.6% |
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 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