-15.1%
TLT vs SPOT
+260.8%
-275.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.5% |
| 7D | -2.7% | -2.6% | -0.1% | -2.7% |
| 30D | +2.2% | +13.5% | -11.3% | +2.2% |
| 3M | -1.7% | +22.2% | -24.0% | -1.7% |
| 6M | -4.0% | +38.3% | -42.3% | -3.8% |
| YTD | -4.9% | +3.1% | -8.0% | -4.9% |
| 1Y | -7.4% | -7.6% | +0.2% | -7.4% |
| 3Y | +3.0% | +250.0% | -247.0% | +3.7% |
| 5Y | -35.1% | +113.3% | -148.4% | -35.8% |
| All | -15.1% | +260.8% | -275.8% | -9.3% |
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