+4.1%
TLT vs SMR
+139.4%
-135.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.3% |
| 7D | -0.3% | -2.8% | +2.5% | -0.3% |
| 30D | +3.7% | -27.5% | +31.2% | +3.9% |
| 3M | -0.7% | -43.1% | +42.5% | -0.4% |
| 6M | -4.2% | -58.4% | +54.2% | -3.9% |
| YTD | -4.0% | -63.2% | +59.2% | -3.7% |
| 1Y | -5.8% | -81.6% | +75.8% | -5.6% |
| 3Y | +4.1% | +149.8% | -145.7% | -0.1% |
| All | +4.1% | +139.4% | -135.3% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling