-0.2%
TLT vs SPGI
+21.8%
-21.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.3% |
| 7D | -0.4% | +0.1% | -0.6% | -0.5% |
| 30D | -0.6% | +8.4% | -9.0% | -1.5% |
| 3M | -2.7% | +11.8% | -14.6% | -4.1% |
| 6M | -5.6% | +5.7% | -11.3% | -6.4% |
| YTD | -2.8% | -9.7% | +6.9% | -1.4% |
| 1Y | -1.4% | -12.5% | +11.0% | +0.5% |
| All | -0.2% | +21.8% | -21.9% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling