+250.6%
SMH vs TLT
-34.6%
+285.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +0.5% | -1.0% | +1.6% | +0.6% |
| 30D | -14.2% | +4.1% | -18.3% | -14.5% |
| 3M | -11.5% | -0.4% | -11.2% | -11.5% |
| 6M | -12.0% | -3.2% | -8.9% | -11.8% |
| YTD | +40.8% | -3.5% | +44.3% | +41.2% |
| 1Y | +44.9% | -5.8% | +50.7% | +45.4% |
| 3Y | +226.7% | +4.6% | +222.1% | +223.7% |
| 5Y | +250.6% | -34.4% | +285.0% | +201.0% |
| All | +250.6% | -34.6% | +285.2% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling