-20.3%
TLT vs TSLL
-51.4%
+31.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.4% |
| 7D | -3.1% | +17.8% | -20.9% | -3.3% |
| 30D | +1.0% | +8.2% | -7.2% | +0.9% |
| 3M | -2.7% | +20.9% | -23.6% | -3.1% |
| 6M | -4.1% | -37.5% | +33.4% | -4.0% |
| YTD | -5.4% | -44.5% | +39.1% | -5.1% |
| 1Y | -7.0% | -33.0% | +25.9% | -7.0% |
| 3Y | +2.8% | -6.4% | +9.2% | -0.2% |
| All | -20.3% | -51.4% | +31.0% | -22.5% |
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