-20.8%
TLT vs TGT
+207.2%
-227.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.2% |
| 7D | -1.6% | -5.0% | +3.5% | -1.7% |
| 30D | -1.3% | +3.0% | -4.4% | -1.3% |
| 3M | -3.7% | +22.6% | -26.3% | -3.2% |
| 6M | -6.4% | +31.2% | -37.6% | -5.6% |
| YTD | -4.5% | +63.7% | -68.2% | -3.1% |
| 1Y | -5.9% | +78.5% | -84.4% | -4.2% |
| 3Y | -2.8% | +40.5% | -43.3% | -1.1% |
| 5Y | -35.1% | -25.6% | -9.5% | -36.4% |
| All | -20.8% | +207.2% | -227.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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