-12.3%
TLT vs Z
-19.5%
+7.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | -1.2% |
| 7D | -0.3% | -6.5% | +6.2% | -0.2% |
| 30D | +3.7% | -0.1% | +3.8% | +3.7% |
| 3M | -0.7% | -14.1% | +13.5% | -0.4% |
| 6M | -4.2% | -30.1% | +25.9% | -3.6% |
| YTD | -4.0% | -57.5% | +53.6% | -2.5% |
| 1Y | -5.8% | -60.3% | +54.5% | -4.3% |
| 3Y | +4.1% | -21.0% | +25.1% | +4.8% |
| 5Y | -34.8% | -54.9% | +20.1% | -34.7% |
| 10Y | -12.3% | -16.0% | +3.7% | -7.0% |
| All | -12.3% | -19.5% | +7.2% | -7.0% |
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