+131.2%
TLT vs TPR
+2,964.3%
-2,833.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | -2.3% | +1.9% | -0.6% |
| 30D | -0.6% | -23.0% | +22.4% | -2.4% |
| 3M | -2.7% | -12.5% | +9.7% | -3.5% |
| 6M | -5.6% | -21.4% | +15.8% | -7.1% |
| YTD | -2.8% | -3.5% | +0.7% | -2.6% |
| 1Y | -1.4% | +17.4% | -18.8% | +0.5% |
| 3Y | -1.6% | +291.3% | -292.8% | +12.2% |
| 5Y | -33.8% | +241.9% | -275.7% | -24.4% |
| 10Y | -21.1% | +322.7% | -343.8% | -1.2% |
| All | +131.2% | +2,964.3% | -2,833.1% | +274.5% |
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