-20.7%
TLT vs STT
+264.2%
-284.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | +0.4% | +2.2% | -1.8% | +0.6% |
| 30D | -0.3% | +3.9% | -4.2% | +0.1% |
| 3M | -1.7% | +19.2% | -20.9% | +0.1% |
| 6M | -4.9% | +60.4% | -65.3% | 0.0% |
| YTD | -2.8% | +51.5% | -54.3% | +1.7% |
| 1Y | -4.2% | +76.3% | -80.5% | +2.0% |
| 3Y | -1.1% | +200.7% | -201.8% | +12.6% |
| 5Y | -33.7% | +157.5% | -191.2% | -25.2% |
| 10Y | -20.7% | +262.0% | -282.7% | +4.3% |
| All | -20.7% | +264.2% | -284.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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