-8.4%
TLT vs SARO
-21.1%
+12.7%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.4% | +1.1% | -0.7% | +0.4% |
| 30D | -0.3% | -16.2% | +15.9% | +0.3% |
| 3M | -1.7% | -1.3% | -0.4% | -1.6% |
| 6M | -4.9% | -15.2% | +10.3% | -4.6% |
| YTD | -2.8% | -14.7% | +11.9% | -2.5% |
| 1Y | -4.2% | -9.1% | +4.9% | -4.0% |
| All | -8.4% | -21.1% | +12.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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