-4.2%
TLT vs STM
+96.3%
-100.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -0.4% | +5.8% | -6.2% | -0.5% |
| 30D | -0.6% | -1.0% | +0.4% | -0.6% |
| 3M | -2.7% | -33.3% | +30.5% | -2.0% |
| 6M | -5.6% | +57.4% | -63.0% | -6.3% |
| YTD | -2.8% | +102.2% | -105.0% | -3.6% |
| All | -4.2% | +96.3% | -100.5% | -4.8% |
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