+33.8%
TLT vs TMF
-69.2%
+102.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | -0.3% |
| 30D | +6.2% | +19.7% | -13.6% | -0.1% |
| 3M | -0.3% | -2.1% | +1.8% | +0.1% |
| 6M | -3.4% | -13.4% | +10.1% | +0.9% |
| YTD | -3.1% | -16.7% | +13.6% | +2.2% |
| 1Y | -5.2% | -23.3% | +18.1% | +2.7% |
| 3Y | +6.5% | -24.8% | +31.3% | +11.8% |
| 5Y | -34.7% | -88.0% | +53.3% | +17.9% |
| 10Y | -17.6% | -84.7% | +67.1% | +25.1% |
| All | +33.8% | -69.2% | +102.9% | +35.2% |
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 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