-34.8%
TLT vs RF
+45.3%
-80.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +3.7% | +6.2% | -2.5% | +3.8% |
| 3M | -0.7% | -7.8% | +7.2% | -0.8% |
| 6M | -4.2% | +5.9% | -10.1% | -4.1% |
| YTD | -4.0% | +9.0% | -13.0% | -3.8% |
| 1Y | -5.8% | +19.3% | -25.1% | -5.5% |
| 3Y | +4.1% | +116.4% | -112.3% | +7.0% |
| 5Y | -34.8% | +46.0% | -80.8% | -35.1% |
| All | -34.8% | +45.3% | -80.1% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling