-12.2%
TLT vs STM
+467.4%
-479.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.7% | +16.3% | -19.0% | -2.4% |
| 30D | +2.2% | -6.3% | +8.4% | +2.1% |
| 3M | -1.7% | -14.1% | +12.4% | -1.9% |
| 6M | -4.0% | -19.6% | +15.6% | -4.0% |
| YTD | -4.9% | +80.1% | -85.1% | -3.3% |
| 1Y | -7.4% | +95.4% | -102.7% | -5.6% |
| 3Y | +3.0% | +14.7% | -11.6% | +3.8% |
| 5Y | -35.1% | -5.4% | -29.7% | -35.0% |
| All | -12.2% | +467.4% | -479.6% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling