+130.4%
TLT vs RL
+2,324.4%
-2,194.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.1% |
| 7D | +0.1% | -4.2% | +4.2% | -0.2% |
| 30D | +6.2% | +4.3% | +1.9% | +6.6% |
| 3M | -0.3% | -4.6% | +4.3% | -0.6% |
| 6M | -3.4% | +1.7% | -5.1% | -3.0% |
| YTD | -3.1% | +7.3% | -10.5% | -2.3% |
| 1Y | -5.2% | +20.8% | -26.0% | -3.4% |
| 3Y | +6.5% | +247.0% | -240.5% | +19.9% |
| 5Y | -34.7% | +225.5% | -260.2% | -26.2% |
| 10Y | -17.6% | +363.0% | -380.7% | +1.1% |
| All | +130.4% | +2,324.4% | -2,194.0% | +229.3% |
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