-7.7%
TLT vs TLN
+583.6%
-591.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | +0.1% |
| 7D | -0.4% | +7.1% | -7.5% | -0.5% |
| 30D | -0.6% | -3.9% | +3.3% | -0.5% |
| 3M | -2.7% | -16.2% | +13.4% | -2.6% |
| 6M | -5.6% | -5.8% | +0.2% | -5.6% |
| YTD | -2.8% | -15.4% | +12.6% | -2.8% |
| 1Y | -1.4% | -16.7% | +15.2% | -1.5% |
| 3Y | -1.6% | +473.8% | -475.3% | -7.6% |
| All | -7.7% | +583.6% | -591.3% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling