-4.2%
TLT vs SMR
-68.5%
+64.3%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.5% |
| 7D | -0.3% | +13.1% | -13.3% | -0.4% |
| 30D | 0.0% | +17.8% | -17.8% | -0.2% |
| 3M | -2.9% | +8.1% | -11.0% | -3.1% |
| 6M | -6.3% | -11.1% | +4.8% | -6.4% |
| YTD | -3.3% | -23.7% | +20.4% | -3.5% |
| 1Y | -4.2% | -69.4% | +65.2% | -5.6% |
| All | -4.2% | -68.5% | +64.3% | -5.6% |
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