-16.6%
TLT vs SO
+177.2%
-193.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | +6.2% | +8.1% | -1.9% | +6.1% |
| 3M | +0.1% | +0.2% | -0.2% | 0.0% |
| 6M | -3.0% | +0.4% | -3.3% | -3.0% |
| YTD | -2.7% | +8.5% | -11.2% | -2.7% |
| 1Y | -4.8% | +4.9% | -9.8% | -4.9% |
| 3Y | +6.9% | +47.9% | -41.0% | +7.9% |
| 5Y | -34.5% | +75.7% | -110.1% | -32.6% |
| All | -16.6% | +177.2% | -193.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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