-20.7%
TLT vs TRI
+196.2%
-216.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -1.6% | -7.9% | +6.3% | -1.7% |
| 30D | -1.1% | -4.5% | +3.4% | -1.2% |
| 3M | -4.9% | +22.1% | -27.0% | -4.5% |
| 6M | -5.0% | -2.8% | -2.3% | -5.0% |
| YTD | -4.4% | -23.4% | +19.0% | -4.6% |
| 1Y | -6.4% | -41.5% | +35.1% | -7.0% |
| 3Y | -2.0% | -19.2% | +17.2% | -1.1% |
| 5Y | -35.0% | -9.4% | -25.6% | -34.0% |
| All | -20.7% | +196.2% | -216.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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