-12.6%
TLT vs SO
+197.2%
-209.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -3.1% | +1.4% | -4.5% | -3.1% |
| 30D | +1.0% | +4.7% | -3.7% | +1.0% |
| 3M | -2.7% | +1.7% | -4.4% | -2.7% |
| 6M | -4.1% | +2.2% | -6.3% | -4.2% |
| YTD | -5.4% | +10.0% | -15.3% | -5.3% |
| 1Y | -7.0% | +6.0% | -13.1% | -7.0% |
| 3Y | +2.8% | +54.1% | -51.3% | +4.1% |
| 5Y | -35.4% | +79.6% | -115.0% | -33.3% |
| All | -12.6% | +197.2% | -209.8% | -12.7% |
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