-6.0%
TLT vs SPYM
+12.2%
-18.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | +4.1% | -2.4% | +6.5% | +4.6% |
| 3M | -0.4% | -1.1% | +0.8% | -0.2% |
| 6M | -3.2% | +3.3% | -6.5% | -4.1% |
| YTD | -3.5% | +12.4% | -15.9% | -6.3% |
| All | -6.0% | +12.2% | -18.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling