+12.9%
TLT vs SFM
+132.6%
-119.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 6M | -5.6% | +6.5% | -12.1% | -5.5% |
| YTD | -2.8% | +2.2% | -5.0% | -2.7% |
| 1Y | -1.4% | -41.9% | +40.4% | -2.1% |
| 3Y | -1.6% | +106.8% | -108.3% | +0.5% |
| 5Y | -33.8% | +231.6% | -265.4% | -31.2% |
| 10Y | -21.1% | +258.4% | -279.6% | -16.6% |
| All | +12.9% | +132.6% | -119.7% | +17.1% |
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