-5.9%
TLT vs SITM
+140.9%
-146.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.2% |
| 7D | -1.6% | +4.8% | -6.4% | -1.6% |
| 30D | -1.3% | -9.7% | +8.4% | -1.3% |
| 3M | -3.7% | -9.3% | +5.6% | -3.8% |
| 6M | -6.4% | +69.5% | -75.9% | -7.2% |
| YTD | -4.5% | +70.5% | -75.0% | -5.6% |
| 1Y | -5.9% | +145.3% | -151.1% | -7.2% |
| All | -5.9% | +140.9% | -146.8% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling