-19.8%
TLT vs SFM
+280.6%
-300.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | -0.6% |
| 7D | -0.3% | -7.2% | +6.9% | -0.3% |
| 30D | 0.0% | -14.3% | +14.3% | -0.1% |
| 3M | -2.9% | -13.7% | +10.9% | -2.9% |
| 6M | -6.3% | -6.0% | -0.2% | -6.3% |
| YTD | -3.3% | -8.2% | +4.9% | -3.4% |
| 1Y | -4.2% | -46.2% | +42.0% | -4.4% |
| 3Y | -1.7% | +83.6% | -85.2% | -0.8% |
| 5Y | -34.9% | +212.7% | -247.6% | -33.4% |
| 10Y | -19.8% | +273.0% | -292.8% | -15.4% |
| All | -19.8% | +280.6% | -300.4% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling