-1.1%
TLT vs SPYM
+79.1%
-80.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | -0.3% | -0.9% | +0.6% | -0.2% |
| 3M | -1.7% | +3.9% | -5.6% | -2.2% |
| 6M | -4.9% | +14.5% | -19.5% | -6.4% |
| YTD | -2.8% | +13.0% | -15.8% | -4.2% |
| 1Y | -4.2% | +19.4% | -23.6% | -6.2% |
| 3Y | -1.1% | +78.9% | -80.0% | -17.0% |
| All | -1.1% | +79.1% | -80.2% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling