-5.6%
TLT vs SMR
-87.0%
+81.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +0.9% |
| 7D | +1.0% | -9.5% | +10.5% | +1.2% |
| 30D | +6.0% | -33.2% | +39.2% | +6.9% |
| 3M | -0.9% | -45.9% | +45.0% | +0.3% |
| 6M | -2.3% | -57.9% | +55.6% | -0.9% |
| YTD | -3.3% | -63.8% | +60.5% | -2.0% |
| 1Y | -5.6% | -85.6% | +80.0% | -4.5% |
| All | -5.6% | -87.0% | +81.4% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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