+3,310.4%
V vs TLT
+51.2%
+3,259.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +13.6% | +6.2% | +7.4% | +16.3% |
| 3M | +14.3% | -0.3% | +14.6% | +14.1% |
| 6M | +33.1% | -3.4% | +36.4% | +31.3% |
| YTD | +21.2% | -3.1% | +24.4% | +19.7% |
| 1Y | +26.4% | -5.2% | +31.7% | +23.7% |
| 3Y | +77.6% | +6.5% | +71.1% | +83.5% |
| 5Y | +102.6% | -34.7% | +137.3% | +61.5% |
| 10Y | +464.4% | -17.6% | +482.0% | +433.4% |
| All | +3,310.4% | +51.2% | +3,259.2% | +6,173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling