-5.6%
TLT vs STM
+92.4%
-98.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +0.9% |
| 7D | +1.0% | -6.0% | +7.0% | +1.0% |
| 30D | +6.0% | -20.9% | +27.0% | +6.5% |
| 3M | -0.9% | -15.8% | +14.8% | -0.7% |
| 6M | -2.3% | -17.0% | +14.8% | -2.2% |
| YTD | -3.3% | +76.8% | -80.1% | -4.4% |
| 1Y | -5.6% | +96.5% | -102.1% | -6.5% |
| All | -5.6% | +92.4% | -98.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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