-6.3%
TLT vs SGOV
+1.8%
-8.1%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | -0.3% | +0.1% | -0.3% | +0.1% |
| 30D | 0.0% | +0.3% | -0.3% | +1.4% |
| 3M | -2.9% | +0.9% | -3.8% | +1.8% |
| 6M | -6.3% | +1.8% | -8.1% | +11.1% |
| All | -6.3% | +1.8% | -8.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 6mo: compounded portfolio wealth divided by compounded SGOV 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…
6mo analysis · Full analysis span regression · 6 months rolling