+131.2%
TLT vs SPG
+1,719.0%
-1,587.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -0.4% | -2.4% | +2.0% | -0.6% |
| 30D | -0.6% | -6.8% | +6.3% | -1.0% |
| 3M | -2.7% | +2.7% | -5.4% | -2.6% |
| 6M | -5.6% | +5.5% | -11.1% | -5.3% |
| YTD | -2.8% | +15.7% | -18.5% | -1.9% |
| 1Y | -1.4% | +20.9% | -22.3% | -0.3% |
| 3Y | -1.6% | +112.4% | -114.0% | +3.5% |
| 5Y | -33.8% | +101.4% | -135.2% | -30.3% |
| 10Y | -21.1% | +60.6% | -81.8% | -15.8% |
| All | +131.2% | +1,719.0% | -1,587.8% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling