-33.3%
TLT vs S
-71.4%
+38.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -0.4% | -7.7% | +7.3% | -0.2% |
| 30D | -0.6% | -5.3% | +4.8% | -0.5% |
| 3M | -2.7% | +20.3% | -23.0% | -3.3% |
| 6M | -5.6% | +47.4% | -53.0% | -6.7% |
| YTD | -2.8% | +32.5% | -35.3% | -3.7% |
| 1Y | -1.4% | +9.5% | -11.0% | -2.0% |
| 3Y | -1.6% | +15.5% | -17.1% | -3.0% |
| All | -33.3% | -71.4% | +38.1% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling