+131.3%
TLT vs SM
+227.4%
-96.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +0.1% | -25.9% | +26.0% | -1.2% |
| 30D | +6.2% | -15.1% | +21.3% | +5.5% |
| 3M | +0.1% | +4.9% | -4.8% | +0.5% |
| 6M | -3.0% | +6.1% | -9.1% | -2.3% |
| YTD | -2.7% | +63.4% | -66.2% | +0.2% |
| 1Y | -4.8% | +72.5% | -77.3% | -1.6% |
| 3Y | +6.9% | -16.9% | +23.8% | +7.9% |
| 5Y | -34.5% | -10.6% | -23.8% | -32.5% |
| 10Y | -17.3% | +11.3% | -28.6% | -3.6% |
| All | +131.3% | +227.4% | -96.1% | +239.1% |
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 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