+1,502.2%
TSM vs TLT
-14.3%
+1,516.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | +0.3% | -2.8% | -2.4% |
| 30D | -14.3% | +5.1% | -19.4% | -13.5% |
| 3M | -7.2% | -0.2% | -7.0% | -7.2% |
| 6M | -5.1% | -2.9% | -2.2% | -5.6% |
| YTD | +28.9% | -2.7% | +31.6% | +28.3% |
| 1Y | +37.1% | -4.6% | +41.7% | +35.8% |
| 3Y | +341.5% | +6.1% | +335.4% | +349.0% |
| 5Y | +245.7% | -35.1% | +280.8% | +192.8% |
| 10Y | +1,502.2% | -12.5% | +1,514.7% | +1,447.0% |
| All | +1,502.2% | -14.3% | +1,516.6% | +1,447.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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