+129.9%
TLT vs TDY
+3,655.4%
-3,525.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.7% |
| 7D | -0.3% | -1.8% | +1.6% | -0.4% |
| 30D | 0.0% | -13.8% | +13.7% | -1.3% |
| 3M | -2.9% | -3.9% | +1.0% | -3.1% |
| 6M | -6.3% | -9.0% | +2.7% | -6.9% |
| YTD | -3.3% | +16.5% | -19.9% | -1.8% |
| 1Y | -4.2% | +9.3% | -13.5% | -3.2% |
| 3Y | -1.7% | +45.1% | -46.8% | +2.3% |
| 5Y | -34.9% | +35.0% | -69.9% | -32.4% |
| 10Y | -19.8% | +469.0% | -488.8% | -0.2% |
| All | +129.9% | +3,655.4% | -3,525.5% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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