+131.2%
TLT vs TRI
+696.4%
-565.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | -0.4% |
| 7D | -0.4% | -0.5% | +0.1% | -0.5% |
| 30D | -0.6% | +7.9% | -8.4% | +0.3% |
| 3M | -2.7% | +24.1% | -26.8% | -0.2% |
| 6M | -5.6% | +3.8% | -9.5% | -4.7% |
| YTD | -2.8% | -16.9% | +14.1% | -4.0% |
| 1Y | -1.4% | -38.4% | +37.0% | -5.9% |
| 3Y | -1.6% | -12.2% | +10.6% | -1.3% |
| 5Y | -33.8% | -1.8% | -32.0% | -32.4% |
| 10Y | -21.1% | +207.6% | -228.8% | -1.9% |
| All | +131.2% | +696.4% | -565.2% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling