+3.3%
TLT vs S
+42.2%
-38.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.4% |
| 7D | -2.7% | +4.1% | -6.8% | -2.8% |
| 30D | +2.2% | -7.2% | +9.3% | +2.2% |
| 3M | -1.7% | 0.0% | -1.7% | -1.8% |
| 6M | -4.0% | +41.6% | -45.6% | -4.7% |
| YTD | -4.9% | +48.6% | -53.5% | -5.9% |
| 1Y | -7.4% | +30.0% | -37.4% | -8.0% |
| All | +3.3% | +42.2% | -38.9% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling