-12.6%
TLT vs TMF
-82.1%
+69.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | 0.0% |
| 7D | -3.1% | -9.3% | +6.2% | +0.1% |
| 30D | +1.0% | +1.9% | -0.9% | +0.3% |
| 3M | -2.7% | -11.2% | +8.5% | +1.0% |
| 6M | -4.1% | -17.7% | +13.6% | +1.9% |
| YTD | -5.4% | -24.5% | +19.1% | +3.2% |
| 1Y | -7.0% | -29.4% | +22.4% | +3.7% |
| 3Y | +2.8% | -33.4% | +36.3% | +12.6% |
| 5Y | -35.4% | -88.7% | +53.3% | +20.0% |
| All | -12.6% | -82.1% | +69.5% | +26.7% |
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