-5.6%
TLT vs SPOT
+0.4%
-6.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.7% |
| 7D | +1.0% | +16.6% | -15.6% | +0.5% |
| 30D | +6.0% | +29.9% | -23.9% | +5.4% |
| 3M | -0.9% | +31.3% | -32.2% | -1.5% |
| 6M | -2.3% | +43.2% | -45.5% | -2.9% |
| YTD | -3.3% | +8.1% | -11.4% | -3.6% |
| 1Y | -5.6% | -0.3% | -5.3% | -5.1% |
| All | -5.6% | +0.4% | -6.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1y: compounded portfolio wealth divided by compounded SPOT 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…
1y analysis · Full analysis span regression · 6 months rolling