-6.1%
TLT vs SN
+659.6%
-665.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | +0.1% | +7.2% | -7.1% | -0.1% |
| 30D | +6.2% | +20.4% | -14.2% | +5.7% |
| 3M | +0.1% | +23.9% | -23.9% | -0.5% |
| 6M | -3.0% | +93.0% | -96.0% | -4.6% |
| YTD | -2.7% | +99.2% | -102.0% | -4.5% |
| 1Y | -4.8% | +142.6% | -147.4% | -6.9% |
| 3Y | +6.9% | +398.8% | -391.9% | +2.9% |
| All | -6.1% | +659.6% | -665.7% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling