+86.8%
TLT vs SLV
+263.3%
-176.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | +5.1% | -5.0% | 0.0% |
| 30D | +6.2% | -12.9% | +19.1% | +6.4% |
| 3M | -0.3% | -16.1% | +15.7% | -0.1% |
| 6M | -3.4% | -33.2% | +29.8% | -2.9% |
| YTD | -3.1% | -27.2% | +24.1% | -2.9% |
| 1Y | -5.2% | +7.6% | -12.8% | -5.5% |
| 3Y | +6.5% | +122.3% | -115.9% | +4.9% |
| 5Y | -34.7% | +109.7% | -144.4% | -35.7% |
| 10Y | -17.6% | +168.4% | -186.1% | -18.9% |
| All | +86.8% | +263.3% | -176.5% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling