-28.2%
TLT vs SITM
+4,608.4%
-4,636.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.4% | +0.2% |
| 7D | -0.4% | +9.7% | -10.1% | -0.4% |
| 30D | -0.6% | +12.7% | -13.3% | -0.6% |
| 3M | -2.7% | -13.4% | +10.7% | -2.7% |
| 6M | -5.6% | +59.6% | -65.2% | -5.6% |
| YTD | -2.8% | +73.3% | -76.1% | -2.7% |
| 1Y | -1.4% | +165.5% | -167.0% | -1.3% |
| 3Y | -1.6% | +368.7% | -370.3% | -1.3% |
| 5Y | -33.8% | +172.5% | -206.3% | -33.9% |
| All | -28.2% | +4,608.4% | -4,636.6% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling