-5.6%
TLT vs SFM
-35.8%
+30.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.8% |
| 7D | +1.0% | -12.3% | +13.2% | +1.0% |
| 30D | +6.0% | -16.2% | +22.2% | +6.1% |
| 3M | -0.9% | -36.8% | +35.9% | -0.9% |
| 6M | -2.3% | -32.6% | +30.3% | -2.3% |
| YTD | -3.3% | -31.7% | +28.4% | -3.2% |
| 1Y | -5.6% | -35.0% | +29.4% | -5.6% |
| All | -5.6% | -35.8% | +30.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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