-7.9%
TLT vs SOLS
+17.0%
-25.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -1.6% | -3.5% | +1.8% | -1.6% |
| 30D | -1.1% | -1.0% | -0.2% | -1.1% |
| 3M | -4.9% | -24.1% | +19.2% | -4.5% |
| 6M | -5.0% | -18.0% | +13.0% | -4.9% |
| YTD | -4.4% | +27.1% | -31.4% | -3.8% |
| All | -7.9% | +17.0% | -25.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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