-5.2%
TLT vs RF
+21.0%
-26.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +6.2% | +6.0% | +0.2% | +5.8% |
| 3M | -0.3% | -8.9% | +8.6% | -0.1% |
| 6M | -3.4% | +2.3% | -5.7% | -3.7% |
| YTD | -3.1% | +7.6% | -10.7% | -4.7% |
| 1Y | -5.2% | +21.2% | -26.4% | -7.5% |
| All | -5.2% | +21.0% | -26.2% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling