-4.6%
TLT vs SPOT
-1.8%
-2.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +0.3% | +2.5% | -2.3% | +0.2% |
| 30D | +5.1% | +15.1% | -10.0% | +4.7% |
| 3M | -0.2% | +24.8% | -25.0% | -0.6% |
| 6M | -2.9% | +45.8% | -48.7% | -3.5% |
| YTD | -2.7% | +4.9% | -7.6% | -3.0% |
| All | -4.6% | -1.8% | -2.8% | -4.6% |
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