-12.6%
TLT vs ROK
+264.0%
-276.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.1% | +7.1% | -10.2% | -2.8% |
| 30D | +1.0% | -5.0% | +6.0% | +0.9% |
| 3M | -2.7% | -9.4% | +6.7% | -3.1% |
| 6M | -4.1% | -11.0% | +6.9% | -4.5% |
| YTD | -5.4% | +4.4% | -9.8% | -4.8% |
| 1Y | -7.0% | +7.4% | -14.4% | -6.3% |
| 3Y | +2.8% | +61.0% | -58.1% | +6.9% |
| 5Y | -35.4% | +30.4% | -65.7% | -34.1% |
| All | -12.6% | +264.0% | -276.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling