-20.7%
TLT vs RSG
+428.9%
-449.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -1.1% | +4.0% | -5.1% | -0.9% |
| 3M | -4.9% | +7.4% | -12.2% | -4.4% |
| 6M | -5.0% | +0.1% | -5.1% | -5.0% |
| YTD | -4.4% | +6.0% | -10.4% | -3.9% |
| 1Y | -6.4% | -3.0% | -3.4% | -6.5% |
| 3Y | -2.0% | +56.5% | -58.5% | +3.1% |
| 5Y | -35.0% | +90.9% | -125.9% | -29.3% |
| All | -20.7% | +428.9% | -449.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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