-4.6%
TLT vs S
+38.4%
-42.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | 0.0% |
| 7D | +0.3% | +1.6% | -1.3% | +0.3% |
| 30D | +5.1% | -10.5% | +15.6% | +5.2% |
| 3M | -0.2% | +9.9% | -10.1% | -0.3% |
| 6M | -2.9% | +41.8% | -44.7% | -3.5% |
| YTD | -2.7% | +56.8% | -59.5% | -3.5% |
| All | -4.6% | +38.4% | -42.9% | -5.1% |
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