-34.3%
TLT vs S
-67.4%
+33.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | +0.1% | -13.4% | +13.5% | +0.4% |
| 30D | +6.2% | -14.0% | +20.2% | +6.5% |
| 3M | +0.1% | +4.9% | -4.8% | -0.2% |
| 6M | -3.0% | +42.0% | -45.0% | -4.0% |
| YTD | -2.7% | +45.1% | -47.9% | -4.0% |
| 1Y | -4.8% | +33.1% | -37.9% | -5.9% |
| 3Y | +6.9% | +40.6% | -33.7% | +4.7% |
| All | -34.3% | -67.4% | +33.1% | -34.7% |
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