-32.9%
TLT vs SMR
-53.6%
+20.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.4% |
| 7D | -3.1% | -8.3% | +5.2% | -3.1% |
| 30D | +1.0% | -20.1% | +21.1% | +1.2% |
| 3M | -2.7% | -52.7% | +50.0% | -2.4% |
| 6M | -4.1% | -61.0% | +56.9% | -3.8% |
| YTD | -5.4% | -67.1% | +61.8% | -5.0% |
| 1Y | -7.0% | -79.9% | +72.9% | -6.6% |
| 3Y | +2.8% | +101.7% | -98.9% | -1.5% |
| All | -32.9% | -53.6% | +20.7% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling