-35.1%
TLT vs SPYG
+82.6%
-117.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | -1.3% | -1.9% | +0.6% | -1.2% |
| 3M | -3.7% | +5.2% | -8.9% | -4.0% |
| 6M | -6.4% | +15.6% | -21.9% | -7.0% |
| YTD | -4.5% | +12.4% | -16.9% | -5.0% |
| 1Y | -5.9% | +17.5% | -23.3% | -6.6% |
| 3Y | -2.8% | +98.1% | -100.9% | -6.2% |
| 5Y | -35.1% | +84.9% | -120.0% | -38.9% |
| All | -35.1% | +82.6% | -117.6% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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