-12.5%
TLT vs SLV
+169.5%
-182.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | +0.3% | +5.6% | -5.4% | 0.0% |
| 30D | +5.1% | -12.1% | +17.2% | +5.7% |
| 3M | -0.2% | -16.3% | +16.1% | +0.6% |
| 6M | -2.9% | -34.1% | +31.2% | -1.0% |
| YTD | -2.7% | -25.3% | +22.6% | -2.6% |
| 1Y | -4.6% | +9.6% | -14.2% | -7.2% |
| 3Y | +6.1% | +132.7% | -126.6% | -3.6% |
| 5Y | -35.1% | +113.7% | -148.8% | -41.1% |
| 10Y | -12.5% | +175.9% | -188.4% | -23.2% |
| All | -12.5% | +169.5% | -182.0% | -23.2% |
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