-34.9%
TLT vs TRI
-10.1%
-24.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | -0.3% | -8.4% | +8.1% | +0.2% |
| 30D | 0.0% | -6.5% | +6.4% | +0.3% |
| 3M | -2.9% | +18.6% | -21.4% | -4.1% |
| 6M | -6.3% | -10.4% | +4.2% | -5.7% |
| YTD | -3.3% | -23.7% | +20.4% | -0.9% |
| 1Y | -4.2% | -42.5% | +38.3% | +1.4% |
| 3Y | -1.7% | -19.3% | +17.6% | -1.4% |
| 5Y | -34.9% | -9.7% | -25.2% | -36.5% |
| All | -34.9% | -10.1% | -24.8% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling