+4.1%
TLT vs TMF
-30.8%
+34.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | 0.0% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +3.7% | +11.8% | -8.1% | -0.2% |
| 3M | -0.7% | -4.0% | +3.4% | +0.4% |
| 6M | -4.2% | -16.5% | +12.3% | +1.3% |
| YTD | -4.0% | -19.9% | +15.9% | +2.7% |
| 1Y | -5.8% | -25.6% | +19.7% | +3.1% |
| 3Y | +4.1% | -29.9% | +34.0% | +12.2% |
| All | +4.1% | -30.8% | +34.9% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling