-5.6%
TLT vs SM
+70.4%
-76.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.3% | +16.1% | -0.2% |
| 7D | +1.0% | -21.5% | +22.4% | -0.5% |
| 30D | +6.0% | -11.4% | +17.4% | +5.4% |
| 3M | -0.9% | +0.6% | -1.5% | -0.5% |
| 6M | -2.3% | +0.2% | -2.5% | -1.5% |
| YTD | -3.3% | +69.7% | -73.0% | -0.9% |
| 1Y | -5.6% | +71.6% | -77.2% | -3.1% |
| All | -5.6% | +70.4% | -76.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling