-5.6%
TLT vs Z
-23.1%
+17.5%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -0.4% | -3.0% | +2.6% | -0.3% |
| 30D | -0.6% | -4.2% | +3.6% | -0.4% |
| 3M | -2.7% | -3.7% | +1.0% | -2.7% |
| 6M | -5.6% | -24.5% | +18.9% | -4.6% |
| All | -5.6% | -23.1% | +17.5% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling