-34.6%
TLT vs RF
+42.5%
-77.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +6.2% | +6.0% | +0.2% | +6.3% |
| 3M | -0.3% | -8.9% | +8.6% | -0.5% |
| 6M | -3.4% | +2.3% | -5.7% | -3.3% |
| YTD | -3.1% | +7.6% | -10.7% | -3.0% |
| 1Y | -5.2% | +21.2% | -26.4% | -4.8% |
| 3Y | +6.5% | +108.5% | -102.0% | +9.3% |
| All | -34.6% | +42.5% | -77.1% | -35.3% |
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