-20.7%
TLT vs SLV
+216.1%
-236.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | +0.4% | +2.5% | -2.1% | +0.3% |
| 30D | -0.3% | +3.3% | -3.5% | -0.5% |
| 3M | -1.7% | -3.6% | +1.9% | -1.7% |
| 6M | -4.9% | -21.8% | +16.9% | -3.9% |
| YTD | -2.8% | -7.8% | +5.0% | -3.7% |
| 1Y | -4.2% | +58.3% | -62.5% | -9.0% |
| 3Y | -1.1% | +182.6% | -183.7% | -11.1% |
| 5Y | -33.7% | +167.8% | -201.5% | -40.5% |
| 10Y | -20.7% | +218.9% | -239.5% | -30.9% |
| All | -20.7% | +216.1% | -236.8% | -30.9% |
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