-34.6%
TLT vs TPR
+253.5%
-288.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | +14.2% | -14.1% | -0.2% |
| 30D | +6.2% | +17.1% | -10.9% | +5.8% |
| 3M | -0.3% | -17.7% | +17.4% | 0.0% |
| 6M | -3.4% | -10.2% | +6.8% | -3.3% |
| YTD | -3.1% | +4.9% | -8.0% | -3.4% |
| 1Y | -5.2% | +36.1% | -41.4% | -6.0% |
| 3Y | +6.5% | +416.5% | -410.0% | +2.0% |
| All | -34.6% | +253.5% | -288.1% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling