+6.5%
TLT vs RL
+240.1%
-233.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | -4.2% | +4.2% | +0.2% |
| 30D | +6.2% | +4.3% | +1.9% | +6.0% |
| 3M | -0.3% | -4.6% | +4.3% | -0.2% |
| 6M | -3.4% | +1.7% | -5.1% | -3.5% |
| YTD | -3.1% | +7.3% | -10.5% | -3.5% |
| 1Y | -5.2% | +20.8% | -26.0% | -5.9% |
| 3Y | +6.5% | +247.0% | -240.5% | -2.7% |
| All | +6.5% | +240.1% | -233.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling