+6.5%
TLT vs SN
+397.9%
-391.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.6% |
| 3M | -0.3% | +23.9% | -24.3% | -1.0% |
| 6M | -3.4% | +93.0% | -96.4% | -5.3% |
| YTD | -3.1% | +99.2% | -102.4% | -5.2% |
| 1Y | -5.2% | +142.6% | -147.8% | -7.7% |
| 3Y | +6.5% | +398.8% | -392.3% | +0.7% |
| All | +6.5% | +397.9% | -391.4% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling