+130.4%
TLT vs STM
+231.5%
-101.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | +0.3% |
| 7D | +0.1% | -10.7% | +10.8% | -0.6% |
| 30D | +6.2% | -25.7% | +31.9% | +4.2% |
| 3M | -0.3% | -21.6% | +21.2% | -1.7% |
| 6M | -3.4% | -27.8% | +24.4% | -4.6% |
| YTD | -3.1% | +61.8% | -64.9% | +1.8% |
| 1Y | -5.2% | +78.1% | -83.3% | +0.4% |
| 3Y | +6.5% | +4.9% | +1.6% | +9.6% |
| 5Y | -34.7% | -14.3% | -20.5% | -33.3% |
| 10Y | -17.6% | +414.1% | -431.7% | +7.2% |
| All | +130.4% | +231.5% | -101.1% | +238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling