+128.4%
TLT vs TPR
+3,302.5%
-3,174.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.3% | +12.1% | -12.3% | +0.6% |
| 30D | +3.7% | +16.7% | -13.0% | +5.0% |
| 3M | -0.7% | -17.4% | +16.7% | -1.9% |
| 6M | -4.2% | +2.3% | -6.5% | -3.8% |
| YTD | -4.0% | +7.1% | -11.1% | -3.0% |
| 1Y | -5.8% | +29.5% | -35.3% | -3.3% |
| 3Y | +4.1% | +415.0% | -410.9% | +21.5% |
| 5Y | -34.8% | +261.5% | -296.3% | -25.3% |
| 10Y | -12.3% | +383.3% | -395.7% | +11.1% |
| All | +128.4% | +3,302.5% | -3,174.2% | +273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling