-12.5%
TLT vs TFC
+90.1%
-102.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +5.1% | +9.2% | -4.0% | +6.0% |
| 3M | -0.2% | -2.9% | +2.7% | -0.5% |
| 6M | -2.9% | +3.5% | -6.4% | -2.5% |
| YTD | -2.7% | +5.4% | -8.1% | -2.0% |
| 1Y | -4.6% | +17.3% | -21.9% | -2.8% |
| 3Y | +6.1% | +96.7% | -90.6% | +16.2% |
| 5Y | -35.1% | -1.1% | -34.0% | -35.5% |
| 10Y | -12.5% | +84.7% | -97.2% | +9.6% |
| All | -12.5% | +90.1% | -102.6% | +9.6% |
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