-10.9%
TLT vs RF
+220.9%
-231.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | -1.0% | -1.3% | +0.3% | -1.2% |
| 30D | +4.1% | +4.6% | -0.5% | +4.6% |
| 3M | -0.4% | -8.4% | +8.1% | -1.2% |
| 6M | -3.2% | +8.9% | -12.0% | -2.2% |
| YTD | -3.5% | +8.8% | -12.3% | -2.5% |
| 1Y | -5.8% | +18.9% | -24.7% | -3.9% |
| 3Y | +4.6% | +116.0% | -111.4% | +15.4% |
| 5Y | -34.4% | +46.0% | -80.4% | -30.2% |
| All | -10.9% | +220.9% | -231.8% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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