-19.8%
TLT vs TFC
+97.4%
-117.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.7% |
| 7D | -0.3% | -1.3% | +1.0% | -0.4% |
| 30D | 0.0% | -2.3% | +2.3% | -0.2% |
| 3M | -2.9% | +2.5% | -5.3% | -2.6% |
| 6M | -6.3% | +9.5% | -15.7% | -5.2% |
| YTD | -3.3% | +5.1% | -8.4% | -2.7% |
| 1Y | -4.2% | +15.5% | -19.7% | -2.4% |
| 3Y | -1.7% | +95.2% | -96.8% | +7.8% |
| 5Y | -34.9% | +14.5% | -49.4% | -33.3% |
| 10Y | -19.8% | +97.2% | -117.0% | -0.1% |
| All | -19.8% | +97.4% | -117.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling