-12.2%
TLT vs Z
-19.3%
+7.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.4% |
| 7D | -2.7% | -4.9% | +2.2% | -2.6% |
| 30D | +2.2% | +3.0% | -0.8% | +2.0% |
| 3M | -1.7% | -13.4% | +11.7% | -1.5% |
| 6M | -4.0% | -27.3% | +23.4% | -3.4% |
| YTD | -4.9% | -57.8% | +52.8% | -3.5% |
| 1Y | -7.4% | -60.0% | +52.6% | -5.9% |
| 3Y | +3.0% | -21.5% | +24.6% | +3.8% |
| 5Y | -35.1% | -55.0% | +19.9% | -35.0% |
| All | -12.2% | -19.3% | +7.0% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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