+131.4%
TLT vs SO
+923.6%
-792.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.1% |
| 7D | +0.3% | -1.1% | +1.4% | +0.3% |
| 30D | +5.1% | +8.6% | -3.5% | +5.3% |
| 3M | -0.2% | +1.8% | -2.0% | -0.2% |
| 6M | -2.9% | +3.6% | -6.5% | -2.8% |
| YTD | -2.7% | +9.9% | -12.6% | -2.4% |
| 1Y | -4.6% | +5.7% | -10.3% | -4.4% |
| 3Y | +6.1% | +52.5% | -46.4% | +8.0% |
| 5Y | -35.1% | +77.3% | -112.5% | -33.1% |
| 10Y | -12.5% | +186.8% | -199.3% | -6.1% |
| All | +131.4% | +923.6% | -792.1% | +171.1% |
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