+2.8%
TLT vs STT
+182.6%
-179.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.1% | +4.8% | -7.9% | -3.2% |
| 30D | +1.0% | +3.9% | -2.9% | +0.9% |
| 3M | -2.7% | -8.2% | +5.4% | -2.5% |
| 6M | -4.1% | +15.6% | -19.8% | -4.7% |
| YTD | -5.4% | +37.6% | -43.0% | -6.4% |
| 1Y | -7.0% | +50.1% | -57.1% | -8.3% |
| 3Y | +2.8% | +183.1% | -180.2% | -0.3% |
| All | +2.8% | +182.6% | -179.8% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling