-13.0%
TLT vs SPOT
+267.1%
-280.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | +0.1% |
| 7D | +0.3% | +2.5% | -2.3% | +0.3% |
| 30D | +5.1% | +15.1% | -10.0% | +5.1% |
| 3M | -0.2% | +24.8% | -25.0% | -0.1% |
| 6M | -2.9% | +45.8% | -48.7% | -2.8% |
| YTD | -2.7% | +4.9% | -7.6% | -2.7% |
| 1Y | -4.6% | -1.3% | -3.3% | -4.6% |
| 3Y | +6.1% | +257.7% | -251.6% | +6.8% |
| 5Y | -35.1% | +118.5% | -153.7% | -35.9% |
| All | -13.0% | +267.1% | -280.2% | -7.2% |
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