-34.5%
TLT vs S
-71.1%
+36.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.1% | +2.0% | -5.1% | -3.1% |
| 30D | +1.0% | -2.7% | +3.8% | +1.1% |
| 3M | -2.7% | -6.9% | +4.2% | -2.7% |
| 6M | -4.1% | +38.1% | -42.2% | -5.1% |
| YTD | -5.4% | +48.0% | -53.4% | -6.5% |
| 1Y | -7.0% | +34.5% | -41.5% | -8.0% |
| 3Y | +2.8% | +38.3% | -35.5% | +0.9% |
| All | -34.5% | -71.1% | +36.6% | -36.0% |
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