-12.2%
TLT vs SLV
+178.7%
-190.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.3% |
| 7D | -2.7% | -3.9% | +1.2% | -2.5% |
| 30D | +2.2% | -15.6% | +17.8% | +3.0% |
| 3M | -1.7% | -23.6% | +21.9% | -0.5% |
| 6M | -4.0% | -42.6% | +38.6% | -1.4% |
| YTD | -4.9% | -30.0% | +25.0% | -4.6% |
| 1Y | -7.4% | -6.6% | -0.8% | -9.0% |
| 3Y | +3.0% | +121.8% | -118.8% | -6.2% |
| 5Y | -35.1% | +92.7% | -127.7% | -40.7% |
| All | -12.2% | +178.7% | -190.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling