+131.2%
TLT vs SPYG
+1,581.7%
-1,450.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +0.4% | +1.2% | -0.8% | +0.6% |
| 30D | -0.3% | -1.6% | +1.3% | -0.6% |
| 3M | -1.7% | +3.4% | -5.1% | -1.0% |
| 6M | -4.9% | +18.9% | -23.8% | -1.5% |
| YTD | -2.8% | +13.8% | -16.6% | -0.1% |
| 1Y | -4.2% | +20.6% | -24.8% | -0.3% |
| 3Y | -1.1% | +100.5% | -101.6% | +15.6% |
| 5Y | -33.7% | +84.6% | -118.3% | -23.8% |
| 10Y | -20.7% | +410.8% | -431.5% | +26.6% |
| All | +131.2% | +1,581.7% | -1,450.5% | +446.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling