-20.7%
TLT vs SPGI
+296.1%
-316.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | +0.4% | -2.5% | +2.9% | +0.4% |
| 30D | -0.3% | +5.4% | -5.7% | -0.4% |
| 3M | -1.7% | +9.0% | -10.8% | -1.8% |
| 6M | -4.9% | +0.8% | -5.7% | -4.9% |
| YTD | -2.8% | -12.6% | +9.8% | -2.7% |
| 1Y | -4.2% | -16.1% | +11.9% | -4.1% |
| 3Y | -1.1% | +19.0% | -20.1% | -1.0% |
| 5Y | -33.7% | +5.1% | -38.8% | -34.5% |
| 10Y | -20.7% | +295.5% | -316.1% | -11.1% |
| All | -20.7% | +296.1% | -316.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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