-13.6%
TLT vs REPL
-7.7%
-5.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.4% | -5.7% | +6.1% | +0.4% |
| 30D | -0.3% | +22.5% | -22.8% | -0.2% |
| 3M | -1.7% | +64.7% | -66.4% | -1.3% |
| 6M | -4.9% | +83.0% | -87.9% | -4.0% |
| YTD | -2.8% | +52.0% | -54.7% | -2.0% |
| 1Y | -4.2% | +144.5% | -148.7% | -2.9% |
| 3Y | -1.1% | -25.1% | +24.0% | +0.3% |
| 5Y | -33.7% | -52.9% | +19.2% | -33.2% |
| All | -13.6% | -7.7% | -5.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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