-20.7%
TLT vs SPG
+61.5%
-82.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -0.3% | -4.9% | +4.7% | -0.4% |
| 3M | -1.7% | +3.3% | -5.0% | -1.6% |
| 6M | -4.9% | +11.2% | -16.1% | -4.6% |
| YTD | -2.8% | +17.1% | -19.8% | -2.4% |
| 1Y | -4.2% | +21.6% | -25.8% | -3.7% |
| 3Y | -1.1% | +111.9% | -113.0% | +1.5% |
| 5Y | -33.7% | +106.9% | -140.6% | -31.9% |
| 10Y | -20.7% | +62.2% | -82.9% | -11.8% |
| All | -20.7% | +61.5% | -82.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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