+126.1%
TLT vs SO
+911.5%
-785.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +2.2% | +4.9% | -2.8% | +2.3% |
| 3M | -1.7% | +0.8% | -2.5% | -1.7% |
| 6M | -4.0% | +0.6% | -4.5% | -3.9% |
| YTD | -4.9% | +8.7% | -13.6% | -4.7% |
| 1Y | -7.4% | +4.0% | -11.3% | -7.3% |
| 3Y | +3.0% | +50.6% | -47.5% | +4.9% |
| 5Y | -35.1% | +77.5% | -112.6% | -33.0% |
| 10Y | -12.7% | +192.0% | -204.7% | -6.2% |
| All | +126.1% | +911.5% | -785.5% | +164.7% |
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 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