+131.2%
TLT vs SO
+863.8%
-732.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -0.6% | -4.6% | +4.0% | -0.7% |
| 3M | -2.7% | -3.0% | +0.3% | -2.8% |
| 6M | -5.6% | -8.3% | +2.6% | -5.8% |
| YTD | -2.8% | +3.5% | -6.3% | -2.6% |
| 1Y | -1.4% | -0.9% | -0.5% | -1.4% |
| 3Y | -1.6% | +45.4% | -46.9% | +0.1% |
| 5Y | -33.8% | +59.6% | -93.4% | -32.1% |
| 10Y | -21.1% | +156.6% | -177.8% | -15.7% |
| All | +131.2% | +863.8% | -732.6% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling