+131.2%
TLT vs SU
+1,371.2%
-1,240.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.1% |
| 7D | +0.4% | -1.0% | +1.4% | +0.3% |
| 30D | -0.3% | +13.7% | -14.0% | +0.9% |
| 3M | -1.7% | +8.0% | -9.8% | -0.9% |
| 6M | -4.9% | +21.0% | -25.9% | -3.0% |
| YTD | -2.8% | +56.2% | -59.0% | +1.5% |
| 1Y | -4.2% | +72.2% | -76.4% | +0.9% |
| 3Y | -1.1% | +118.1% | -119.2% | +7.1% |
| 5Y | -33.7% | +350.3% | -384.0% | -21.9% |
| 10Y | -20.7% | +248.5% | -269.1% | -5.2% |
| All | +131.2% | +1,371.2% | -1,240.0% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling