-5.6%
TLT vs S
+36.5%
-42.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | +1.0% | -8.2% | +9.2% | +1.0% |
| 30D | +6.0% | -7.6% | +13.7% | +6.1% |
| 3M | -0.9% | +12.0% | -12.9% | -1.1% |
| 6M | -2.3% | +50.6% | -52.8% | -2.8% |
| YTD | -3.3% | +56.6% | -59.9% | -4.1% |
| 1Y | -5.6% | +39.2% | -44.8% | -6.2% |
| All | -5.6% | +36.5% | -42.1% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling