+75.2%
TLT vs SPYM
+812.4%
-737.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.5% |
| 7D | -3.1% | +2.6% | -5.7% | -2.5% |
| 30D | +1.0% | -2.0% | +3.0% | +0.6% |
| 3M | -2.7% | -2.8% | +0.1% | -3.3% |
| 6M | -4.1% | +2.2% | -6.3% | -3.6% |
| YTD | -5.4% | +11.5% | -16.9% | -2.8% |
| 1Y | -7.0% | +13.5% | -20.5% | -4.1% |
| 3Y | +2.8% | +78.0% | -75.2% | +19.2% |
| 5Y | -35.4% | +73.1% | -108.5% | -25.6% |
| 10Y | -13.1% | +310.9% | -324.0% | +36.6% |
| All | +75.2% | +812.4% | -737.2% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling