-5.6%
TLT vs RGTI
-69.7%
+64.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +1.0% | -9.6% | +10.5% | +1.1% |
| 30D | +6.0% | -26.0% | +32.0% | +6.4% |
| 3M | -0.9% | -35.8% | +34.9% | -0.4% |
| 6M | -2.3% | -36.7% | +34.4% | -1.9% |
| YTD | -3.3% | -49.4% | +46.1% | -3.1% |
| 1Y | -5.6% | -68.1% | +62.5% | -5.3% |
| All | -5.6% | -69.7% | +64.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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