-34.5%
TLT vs SFM
+116.0%
-150.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.4% |
| 7D | -3.1% | +6.0% | -9.1% | -3.2% |
| 30D | +1.0% | -19.5% | +20.5% | +1.3% |
| 3M | -2.7% | -37.0% | +34.3% | -2.0% |
| 6M | -4.1% | -41.0% | +36.9% | -3.4% |
| YTD | -5.4% | -34.6% | +29.3% | -4.9% |
| 1Y | -7.0% | -36.3% | +29.2% | -6.5% |
| 3Y | +2.8% | +24.5% | -21.7% | +0.6% |
| All | -34.5% | +116.0% | -150.5% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling