+13.0%
TLT vs SFM
+41.7%
-28.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | +0.1% |
| 7D | +0.3% | -10.2% | +10.5% | +0.2% |
| 30D | +5.1% | -23.9% | +29.0% | +4.8% |
| 3M | -0.2% | -42.3% | +42.1% | -0.8% |
| 6M | -2.9% | -40.1% | +37.2% | -3.5% |
| YTD | -2.7% | -37.8% | +35.1% | -3.1% |
| 1Y | -4.6% | -37.1% | +32.5% | -5.0% |
| 3Y | +6.1% | +21.5% | -15.5% | +7.6% |
| 5Y | -35.1% | +103.8% | -138.9% | -32.9% |
| 10Y | -12.5% | +142.0% | -154.5% | -7.6% |
| All | +13.0% | +41.7% | -28.7% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling