-30.1%
TLT vs RGTI
+53.9%
-84.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | -0.3% | +2.5% | -2.8% | -0.3% |
| 30D | 0.0% | -13.7% | +13.6% | +0.1% |
| 3M | -2.9% | -22.6% | +19.7% | -2.7% |
| 6M | -6.3% | -13.4% | +7.1% | -6.3% |
| YTD | -3.3% | -31.2% | +27.8% | -3.3% |
| 1Y | -4.2% | -7.6% | +3.4% | -4.7% |
| 3Y | -1.7% | +669.7% | -671.4% | -6.8% |
| 5Y | -34.9% | +57.0% | -91.9% | -37.0% |
| All | -30.1% | +53.9% | -84.0% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling