-7.6%
TLT vs TLN
+683.0%
-690.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | 0.0% |
| 7D | +0.3% | +9.1% | -8.8% | +0.2% |
| 30D | +5.1% | -4.1% | +9.2% | +5.1% |
| 3M | -0.2% | +4.4% | -4.6% | -0.3% |
| 6M | -2.9% | -6.0% | +3.1% | -3.0% |
| YTD | -2.7% | -3.1% | +0.4% | -2.9% |
| 1Y | -4.6% | -6.1% | +1.5% | -4.8% |
| 3Y | +6.1% | +575.3% | -569.3% | -1.1% |
| All | -7.6% | +683.0% | -690.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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