-34.9%
TLT vs SITM
+164.5%
-199.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -0.3% | +3.7% | -4.0% | -0.3% |
| 30D | 0.0% | -14.5% | +14.5% | 0.0% |
| 3M | -2.9% | -10.6% | +7.7% | -2.9% |
| 6M | -6.3% | +65.5% | -71.8% | -6.6% |
| YTD | -3.3% | +67.0% | -70.4% | -3.7% |
| 1Y | -4.2% | +138.6% | -142.8% | -4.7% |
| 3Y | -1.7% | +421.8% | -423.5% | -2.8% |
| 5Y | -34.9% | +172.4% | -207.3% | -37.0% |
| All | -34.9% | +164.5% | -199.4% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling