+131.2%
TLT vs RL
+2,154.7%
-2,023.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | +0.3% |
| 7D | -0.4% | -0.8% | +0.4% | -0.5% |
| 30D | -0.6% | -7.8% | +7.2% | -1.2% |
| 3M | -2.7% | -4.0% | +1.3% | -2.9% |
| 6M | -5.6% | -1.9% | -3.7% | -5.5% |
| YTD | -2.8% | -0.2% | -2.6% | -2.5% |
| 1Y | -1.4% | +10.7% | -12.1% | -0.2% |
| 3Y | -1.6% | +210.8% | -212.3% | +9.8% |
| 5Y | -33.8% | +238.2% | -272.1% | -24.7% |
| 10Y | -21.1% | +313.4% | -334.5% | -4.1% |
| All | +131.2% | +2,154.7% | -2,023.5% | +228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling