-34.3%
TLT vs SPOT
+110.1%
-144.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | 0.0% |
| 7D | +0.1% | +1.6% | -1.5% | +0.1% |
| 30D | +6.2% | +17.6% | -11.4% | +5.9% |
| 3M | +0.1% | +26.9% | -26.9% | -0.3% |
| 6M | -3.0% | +41.8% | -44.8% | -3.5% |
| YTD | -2.7% | +3.8% | -6.6% | -3.0% |
| 1Y | -4.8% | -2.5% | -2.4% | -5.0% |
| 3Y | +6.9% | +260.6% | -253.7% | +3.1% |
| All | -34.3% | +110.1% | -144.4% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling