+125.1%
TLT vs RSG
+3,394.2%
-3,269.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.1% | +2.5% | -5.6% | -2.8% |
| 30D | +1.0% | +12.7% | -11.7% | +2.5% |
| 3M | -2.7% | +17.9% | -20.7% | -0.8% |
| 6M | -4.1% | +25.0% | -29.1% | -1.5% |
| YTD | -5.4% | +20.8% | -26.2% | -3.0% |
| 1Y | -7.0% | +24.3% | -31.3% | -4.4% |
| 3Y | +2.8% | +65.3% | -62.4% | +10.2% |
| 5Y | -35.4% | +99.1% | -134.4% | -28.6% |
| 10Y | -13.1% | +452.4% | -465.5% | +13.5% |
| All | +125.1% | +3,394.2% | -3,269.1% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling