-34.4%
TLT vs TPR
+238.0%
-272.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -1.0% | +6.4% | -7.4% | -1.2% |
| 30D | +4.1% | +13.8% | -9.6% | +3.8% |
| 3M | -0.4% | -16.6% | +16.3% | 0.0% |
| 6M | -3.2% | +0.7% | -3.8% | -3.3% |
| YTD | -3.5% | +5.3% | -8.9% | -3.8% |
| 1Y | -5.8% | +32.4% | -38.2% | -6.6% |
| 3Y | +4.6% | +406.4% | -401.8% | +0.1% |
| 5Y | -34.4% | +227.9% | -262.3% | -39.8% |
| All | -34.4% | +238.0% | -272.4% | -39.8% |
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