-4.8%
TLT vs STM
+75.4%
-80.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.1% |
| 7D | +0.1% | -10.7% | +10.8% | +0.2% |
| 30D | +6.2% | -25.7% | +31.9% | +6.7% |
| 3M | +0.1% | -21.6% | +21.6% | +0.4% |
| 6M | -3.0% | -27.8% | +24.8% | -2.7% |
| YTD | -2.7% | +61.8% | -64.5% | -4.3% |
| 1Y | -4.8% | +78.1% | -82.9% | -6.6% |
| All | -4.8% | +75.4% | -80.3% | -6.6% |
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