-20.7%
TLT vs SNY
+64.5%
-85.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.6% | -3.3% | +1.7% | -1.7% |
| 30D | -1.1% | -2.2% | +1.0% | -1.1% |
| 3M | -4.9% | -3.0% | -1.8% | -4.9% |
| 6M | -5.0% | +2.7% | -7.8% | -5.0% |
| YTD | -4.4% | -6.8% | +2.5% | -4.4% |
| 1Y | -6.4% | -5.3% | -1.1% | -6.4% |
| 3Y | -2.0% | -9.8% | +7.8% | -2.0% |
| 5Y | -35.0% | +9.7% | -44.7% | -33.9% |
| All | -20.7% | +64.5% | -85.2% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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