-16.6%
TLT vs TPR
+383.4%
-400.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | +0.1% | +14.2% | -14.1% | +0.8% |
| 30D | +6.2% | +17.1% | -10.9% | +7.1% |
| 3M | +0.1% | -17.7% | +17.8% | -0.8% |
| 6M | -3.0% | -10.2% | +7.2% | -3.3% |
| YTD | -2.7% | +4.9% | -7.6% | -2.1% |
| 1Y | -4.8% | +36.1% | -41.0% | -2.7% |
| 3Y | +6.9% | +416.5% | -409.5% | +20.9% |
| 5Y | -34.5% | +254.8% | -289.2% | -27.3% |
| All | -16.6% | +383.4% | -400.0% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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