+50.8%
TLT vs PM
+832.2%
-781.4%
-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 | +0.1% | +6.1% | -6.1% | +0.6% |
| 6M | -3.0% | +18.0% | -21.0% | -1.4% |
| YTD | -2.7% | +26.6% | -29.3% | -0.5% |
| 1Y | -4.8% | +36.7% | -41.5% | -1.9% |
| 3Y | +6.9% | +146.0% | -139.1% | +17.8% |
| 5Y | -34.5% | +164.1% | -198.5% | -26.8% |
| 10Y | -17.3% | +238.8% | -256.1% | -1.4% |
| All | +50.8% | +832.2% | -781.4% | +125.6% |
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