-13.1%
TLT vs SPOT
+227.0%
-240.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -0.6% | +12.5% | -13.1% | -0.5% |
| 3M | -2.7% | +9.9% | -12.6% | -2.7% |
| 6M | -5.6% | +1.6% | -7.2% | -5.6% |
| YTD | -2.8% | -6.6% | +3.8% | -2.8% |
| 1Y | -1.4% | -22.9% | +21.5% | -1.6% |
| 3Y | -1.6% | +244.3% | -245.9% | -0.9% |
| 5Y | -33.8% | +117.8% | -151.6% | -34.4% |
| All | -13.1% | +227.0% | -240.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling