+6.9%
TLT vs SE
+64.9%
-58.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +6.2% | -20.0% | +26.2% | +6.1% |
| 3M | +0.1% | -31.8% | +31.8% | 0.0% |
| 6M | -3.0% | -15.9% | +12.9% | -2.9% |
| YTD | -2.7% | -40.6% | +37.9% | -3.2% |
| 1Y | -4.8% | -50.7% | +45.8% | -5.6% |
| 3Y | +6.9% | +70.3% | -63.4% | +9.9% |
| All | +6.9% | +64.9% | -58.0% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling