-6.2%
TLT vs SMR
-81.3%
+75.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.0% | +1.9% | -3.0% | -1.1% |
| 30D | +3.7% | -21.9% | +25.6% | +4.2% |
| 3M | -0.8% | -47.1% | +46.3% | +0.6% |
| 6M | -3.6% | -60.6% | +57.1% | -1.9% |
| YTD | -3.9% | -63.1% | +59.2% | -2.6% |
| 1Y | -6.2% | -80.4% | +74.2% | -3.9% |
| All | -6.2% | -81.3% | +75.1% | -3.9% |
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 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