-12.5%
TLT vs TMF
-83.0%
+70.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +5.1% | +16.3% | -11.2% | -0.2% |
| 3M | -0.2% | -2.7% | +2.5% | +0.5% |
| 6M | -2.9% | -13.2% | +10.3% | +1.3% |
| YTD | -2.7% | -16.7% | +14.0% | +2.7% |
| 1Y | -4.6% | -22.7% | +18.1% | +3.2% |
| 3Y | +6.1% | -26.1% | +32.2% | +12.2% |
| 5Y | -35.1% | -88.4% | +53.3% | +19.4% |
| 10Y | -12.5% | -81.8% | +69.3% | +26.1% |
| All | -12.5% | -83.0% | +70.5% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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