-31.8%
TLT vs S
-57.8%
+25.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.4% | -5.8% | +6.2% | +0.5% |
| 30D | -0.3% | -9.2% | +8.9% | -0.1% |
| 3M | -1.7% | +23.4% | -25.1% | -2.3% |
| 6M | -4.9% | +36.9% | -41.8% | -5.8% |
| YTD | -2.8% | +29.5% | -32.3% | -3.6% |
| 1Y | -4.2% | +5.4% | -9.6% | -4.6% |
| 3Y | -1.1% | +14.7% | -15.8% | -2.5% |
| 5Y | -33.7% | -71.5% | +37.8% | -33.5% |
| All | -31.8% | -57.8% | +25.9% | -32.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling