-14.2%
TLT vs SE
+589.8%
-604.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -0.4% | -6.1% | +5.7% | -0.5% |
| 30D | -0.6% | -2.5% | +1.9% | -0.6% |
| 3M | -2.7% | +21.7% | -24.5% | -2.6% |
| 6M | -5.6% | +27.0% | -32.6% | -5.4% |
| YTD | -2.8% | -12.1% | +9.4% | -2.9% |
| 1Y | -1.4% | -40.9% | +39.5% | -1.8% |
| 3Y | -1.6% | +191.0% | -192.6% | -0.6% |
| 5Y | -33.8% | -68.3% | +34.5% | -35.6% |
| All | -14.2% | +589.8% | -604.0% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling