-5.8%
TLT vs SE
-49.7%
+43.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +3.7% | -19.4% | +23.1% | +4.3% |
| 3M | -0.7% | -33.1% | +32.4% | +0.4% |
| 6M | -4.2% | -11.4% | +7.3% | -3.9% |
| YTD | -4.0% | -39.8% | +35.8% | -3.4% |
| 1Y | -5.8% | -50.5% | +44.6% | -5.4% |
| All | -5.8% | -49.7% | +43.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling