-35.1%
TLT vs SU
+341.5%
-376.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -1.6% | +1.7% | -3.2% | -1.5% |
| 30D | -1.3% | +9.6% | -11.0% | -0.9% |
| 3M | -3.7% | +11.7% | -15.5% | -3.1% |
| 6M | -6.4% | +21.9% | -28.3% | -5.3% |
| YTD | -4.5% | +58.6% | -63.1% | -2.3% |
| 1Y | -5.9% | +66.5% | -72.4% | -3.5% |
| 3Y | -2.8% | +121.4% | -124.2% | +1.1% |
| 5Y | -35.1% | +355.7% | -390.8% | -27.1% |
| All | -35.1% | +341.5% | -376.6% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling