+339.4%
SMH vs TLT
-33.6%
+373.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.2% | +0.4% | +4.8% | +5.2% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | -4.1% | -1.7% | -2.4% | -3.9% |
| 6M | +50.8% | -4.9% | +55.7% | +51.3% |
| YTD | +59.3% | -2.8% | +62.1% | +59.7% |
| 1Y | +94.1% | -4.2% | +98.3% | +94.6% |
| 3Y | +286.7% | -1.1% | +287.8% | +283.5% |
| 5Y | +339.4% | -33.7% | +373.1% | +301.7% |
| All | +339.4% | -33.6% | +373.0% | +301.7% |
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 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