+131.2%
TLT vs SPY
+1,236.1%
-1,104.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.6% | +0.1% | -0.6% | -0.6% |
| 3M | -2.7% | +2.0% | -4.7% | -2.3% |
| 6M | -5.6% | +13.0% | -18.6% | -2.9% |
| YTD | -2.8% | +13.5% | -16.3% | +0.2% |
| 1Y | -1.4% | +20.0% | -21.4% | +2.9% |
| 3Y | -1.6% | +77.2% | -78.8% | +13.5% |
| 5Y | -33.8% | +81.9% | -115.7% | -22.9% |
| 10Y | -21.1% | +314.1% | -335.2% | +21.2% |
| All | +131.2% | +1,236.1% | -1,104.9% | +426.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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