-19.1%
TLT vs TSLL
-51.1%
+32.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | 0.0% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | +3.7% | +2.7% | +1.0% | +3.6% |
| 3M | -0.8% | +26.3% | -27.0% | -1.2% |
| 6M | -3.6% | -37.2% | +33.6% | -3.4% |
| YTD | -3.9% | -44.2% | +40.3% | -3.7% |
| 1Y | -6.2% | -44.0% | +37.7% | -6.1% |
| 3Y | +4.2% | 0.0% | +4.1% | +0.9% |
| All | -19.1% | -51.1% | +32.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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