-13.1%
TLT vs SPOT
+218.6%
-231.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.4% | -2.9% | +3.3% | +0.4% |
| 30D | -0.3% | +8.3% | -8.6% | -0.3% |
| 3M | -1.7% | +5.1% | -6.8% | -1.7% |
| 6M | -4.9% | -6.5% | +1.6% | -4.9% |
| YTD | -2.8% | -9.0% | +6.2% | -2.8% |
| 1Y | -4.2% | -26.4% | +22.2% | -4.3% |
| 3Y | -1.1% | +240.0% | -241.1% | -0.4% |
| 5Y | -33.7% | +111.7% | -145.4% | -34.3% |
| All | -13.1% | +218.6% | -231.8% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling