-33.7%
TLT vs SE
-67.4%
+33.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.4% | +0.6% | -0.2% | +0.4% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | -1.7% | +34.1% | -35.9% | -2.0% |
| 6M | -4.9% | +23.2% | -28.1% | -5.1% |
| YTD | -2.8% | -11.2% | +8.4% | -2.8% |
| 1Y | -4.2% | -40.5% | +36.3% | -4.0% |
| 3Y | -1.1% | +196.3% | -197.4% | -2.7% |
| 5Y | -33.7% | -67.0% | +33.3% | -35.3% |
| All | -33.7% | -67.4% | +33.7% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling