-7.0%
TLT vs TRI
-17.3%
+10.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -3.1% | -2.9% | -0.2% | -3.1% |
| 30D | +1.0% | +3.7% | -2.7% | +1.1% |
| 3M | -2.7% | +3.7% | -6.4% | -2.7% |
| 6M | -4.1% | +35.1% | -39.3% | -4.0% |
| YTD | -5.4% | -14.0% | +8.7% | -3.8% |
| 1Y | -7.0% | -19.0% | +11.9% | -5.2% |
| All | -7.0% | -17.3% | +10.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling