Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SMCI vs TLT✓SelectedUSD · TLTSMCI vs TLT performance historyLatest closeAs of+4.54%09/04
Stock and ETF performance explorer

SMCI vs TLT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,419.4%
TLT return
+70.8%
Excess return
+4,348.7%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTLTExcessAlpha
1D+4.5%+0.2%+4.4%+4.6%
7D+6.8%-0.4%+7.2%+6.6%
30D+30.6%-0.6%+31.1%+30.2%
3M-15.6%-2.7%-12.9%-16.6%
6M+21.3%-5.6%+26.9%+17.2%
YTD+35.3%-2.8%+38.0%+32.7%
1Y-2.7%-1.4%-1.3%-3.9%
3Y+40.3%-1.6%+41.9%+36.8%
5Y+941.8%-33.8%+975.7%+685.1%
10Y+1,687.4%-21.1%+1,708.5%+1,494.2%
All+4,419.4%+70.8%+4,348.7%+8,432.7%

Cumulative growth

Daily Returns

Daily percentage return beside TLT.

Daily Out/Under-Performance

Portfolio return minus TLT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TLT 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 TLT 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