-1.4%
TLT vs SN
+46.4%
-47.8%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -0.4% | -9.3% | +8.9% | 0.0% |
| 30D | -0.6% | -4.8% | +4.2% | -0.4% |
| 3M | -2.7% | +40.4% | -43.2% | -4.1% |
| 6M | -5.6% | +50.9% | -56.6% | -7.4% |
| YTD | -2.8% | +54.9% | -57.7% | -4.5% |
| 1Y | -1.4% | +43.0% | -44.5% | -4.8% |
| All | -1.4% | +46.4% | -47.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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