-1.4%
TLT vs SFM
-41.4%
+40.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.2% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -0.6% | -4.4% | +3.8% | -0.6% |
| 3M | -2.7% | +1.5% | -4.3% | -2.8% |
| 6M | -5.6% | +6.5% | -12.1% | -5.8% |
| YTD | -2.8% | +2.2% | -5.0% | -2.9% |
| 1Y | -1.4% | -41.9% | +40.4% | +2.6% |
| All | -1.4% | -41.4% | +40.0% | +2.6% |
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