+131.2%
TLT vs SM
+298.8%
-167.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | 0.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.6% | +26.3% | -26.9% | +0.6% |
| 3M | -2.7% | +8.7% | -11.4% | -2.1% |
| 6M | -5.6% | +51.7% | -57.3% | -3.3% |
| YTD | -2.8% | +99.0% | -101.8% | +1.0% |
| 1Y | -1.4% | +34.6% | -36.0% | +0.7% |
| 3Y | -1.6% | -7.8% | +6.2% | -0.3% |
| 5Y | -33.8% | +104.8% | -138.6% | -29.0% |
| 10Y | -21.1% | +7.2% | -28.4% | -8.7% |
| All | +131.2% | +298.8% | -167.6% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling