+87.5%
TLT vs SLV
+363.7%
-276.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | -2.7% | -10.7% | +8.0% | -2.6% |
| 6M | -5.6% | -20.6% | +15.0% | -5.4% |
| YTD | -2.8% | -7.1% | +4.4% | -2.9% |
| 1Y | -1.4% | +62.0% | -63.4% | -2.3% |
| 3Y | -1.6% | +169.8% | -171.4% | -3.3% |
| 5Y | -33.8% | +161.5% | -195.3% | -35.1% |
| 10Y | -21.1% | +224.4% | -245.6% | -22.7% |
| All | +87.5% | +363.7% | -276.3% | +88.2% |
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 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