+127.2%
TLT vs SNY
+259.8%
-132.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -1.6% | -3.6% | +2.1% | -1.9% |
| 30D | -1.3% | -1.9% | +0.6% | -1.5% |
| 3M | -3.7% | -2.0% | -1.8% | -3.9% |
| 6M | -6.4% | +2.5% | -8.9% | -6.1% |
| YTD | -4.5% | -7.0% | +2.5% | -5.0% |
| 1Y | -5.9% | -4.4% | -1.5% | -6.1% |
| 3Y | -2.8% | -8.4% | +5.6% | -2.9% |
| 5Y | -35.1% | +9.5% | -44.6% | -33.4% |
| 10Y | -20.7% | +64.3% | -85.1% | -12.9% |
| All | +127.2% | +259.8% | -132.6% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling