-30.1%
TLT vs SITM
+3,319.5%
-3,349.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.4% |
| 7D | -3.1% | +6.6% | -9.7% | -3.1% |
| 30D | +1.0% | -15.3% | +16.4% | +1.0% |
| 3M | -2.7% | -35.4% | +32.7% | -2.8% |
| 6M | -4.1% | -46.8% | +42.6% | -4.2% |
| YTD | -5.4% | +25.9% | -31.2% | -5.3% |
| 1Y | -7.0% | +54.0% | -61.0% | -6.9% |
| 3Y | +2.8% | +315.6% | -312.7% | +3.2% |
| 5Y | -35.4% | +74.4% | -109.8% | -35.5% |
| All | -30.1% | +3,319.5% | -3,349.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling