-33.3%
TLT vs SLV
+163.9%
-197.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -0.6% | +6.7% | -7.3% | -0.9% |
| 3M | -2.7% | -10.7% | +8.0% | -2.3% |
| 6M | -5.6% | -20.6% | +15.0% | -4.7% |
| YTD | -2.8% | -7.1% | +4.4% | -4.2% |
| 1Y | -1.4% | +62.0% | -63.4% | -8.1% |
| 3Y | -1.6% | +169.8% | -171.4% | -15.1% |
| All | -33.3% | +163.9% | -197.1% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling