+131.2%
TLT vs RF
+138.2%
-7.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -0.4% | +1.3% | -1.7% | -0.3% |
| 30D | -0.6% | -3.6% | +3.0% | -0.8% |
| 3M | -2.7% | +8.1% | -10.8% | -2.1% |
| 6M | -5.6% | +11.5% | -17.1% | -4.8% |
| YTD | -2.8% | +15.6% | -18.4% | -1.5% |
| 1Y | -1.4% | +15.7% | -17.1% | -0.1% |
| 3Y | -1.6% | +86.9% | -88.5% | +4.2% |
| 5Y | -33.8% | +89.8% | -123.6% | -29.0% |
| 10Y | -21.1% | +344.7% | -365.8% | -6.3% |
| All | +131.2% | +138.2% | -7.0% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling