+34.2%
TLT vs TMF
-68.9%
+103.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.4% | -1.4% | +1.0% | 0.0% |
| 30D | -0.6% | -2.8% | +2.3% | +0.3% |
| 3M | -2.7% | -10.9% | +8.2% | +0.9% |
| 6M | -5.6% | -21.3% | +15.7% | +1.8% |
| YTD | -2.8% | -15.9% | +13.1% | +2.4% |
| 1Y | -1.4% | -15.7% | +14.3% | +3.5% |
| 3Y | -1.6% | -43.4% | +41.8% | +12.9% |
| 5Y | -33.8% | -87.8% | +53.9% | +18.4% |
| 10Y | -21.1% | -86.7% | +65.6% | +25.5% |
| All | +34.2% | -68.9% | +103.1% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling