+128.4%
TLT vs SPY
+1,204.1%
-1,075.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.4% |
| 7D | -0.3% | -0.6% | +0.3% | -0.4% |
| 30D | +3.7% | -3.7% | +7.4% | +2.9% |
| 3M | -0.7% | -2.7% | +2.1% | -1.3% |
| 6M | -4.2% | +2.2% | -6.4% | -3.7% |
| YTD | -4.0% | +10.8% | -14.8% | -1.6% |
| 1Y | -5.8% | +11.2% | -17.1% | -3.4% |
| 3Y | +4.1% | +76.5% | -72.4% | +20.1% |
| 5Y | -34.8% | +72.9% | -107.7% | -25.0% |
| 10Y | -12.3% | +304.8% | -317.2% | +34.1% |
| All | +128.4% | +1,204.1% | -1,075.7% | +417.7% |
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