-9.1%
TLT vs Z
+6.9%
-16.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +0.1% | -4.6% | +4.7% | +0.2% |
| 30D | +6.2% | +8.3% | -2.1% | +6.0% |
| 3M | +0.1% | -11.6% | +11.7% | +0.2% |
| 6M | -3.0% | -33.6% | +30.7% | -2.4% |
| YTD | -2.7% | -56.7% | +54.0% | -1.7% |
| 1Y | -4.8% | -59.1% | +54.3% | -3.7% |
| 3Y | +6.9% | -20.4% | +27.3% | +7.6% |
| 5Y | -34.5% | -55.3% | +20.8% | -34.4% |
| 10Y | -17.3% | -14.2% | -3.1% | -12.2% |
| All | -9.1% | +6.9% | -16.0% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling