-39.5%
TLT vs SGOV
+20.2%
-59.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.6% | +0.1% | -1.6% | -1.7% |
| 30D | -1.3% | +0.3% | -1.6% | -1.9% |
| 3M | -3.7% | +0.9% | -4.7% | -5.5% |
| 6M | -6.4% | +1.8% | -8.2% | -9.7% |
| YTD | -4.5% | +2.5% | -7.0% | -9.3% |
| 1Y | -5.9% | +3.8% | -9.6% | -13.2% |
| 3Y | -2.8% | +14.4% | -17.2% | -29.6% |
| 5Y | -35.1% | +20.1% | -55.2% | -57.7% |
| All | -39.5% | +20.2% | -59.8% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling