-5.6%
TLT vs SU
+88.1%
-93.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +0.4% |
| 7D | +1.0% | -7.1% | +8.0% | +0.3% |
| 30D | +6.0% | +4.8% | +1.3% | +6.6% |
| 3M | -0.9% | +12.5% | -13.4% | +0.4% |
| 6M | -2.3% | +6.5% | -8.7% | -1.1% |
| YTD | -3.3% | +65.8% | -69.1% | -1.1% |
| 1Y | -5.6% | +86.2% | -91.8% | -2.7% |
| All | -5.6% | +88.1% | -93.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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