-12.5%
TLT vs STT
+211.9%
-224.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | +0.4% |
| 7D | +0.3% | +0.9% | -0.6% | +0.4% |
| 30D | +5.1% | -2.3% | +7.4% | +4.9% |
| 3M | -0.2% | -7.0% | +6.8% | -0.8% |
| 6M | -2.9% | +15.5% | -18.4% | -1.4% |
| YTD | -2.7% | +35.6% | -38.3% | +0.7% |
| 1Y | -4.6% | +47.9% | -52.5% | -0.4% |
| 3Y | +6.1% | +181.1% | -175.0% | +19.9% |
| 5Y | -35.1% | +108.2% | -143.3% | -29.0% |
| 10Y | -12.5% | +201.0% | -213.5% | +12.8% |
| All | -12.5% | +211.9% | -224.3% | +12.8% |
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