-31.1%
TLT vs SMR
+11.2%
-42.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.3% | -15.3% | -0.1% |
| 7D | +0.4% | +21.4% | -21.0% | +0.3% |
| 30D | -0.3% | +13.8% | -14.1% | -0.4% |
| 3M | -1.7% | +3.9% | -5.6% | -1.8% |
| 6M | -4.9% | -4.2% | -0.7% | -5.0% |
| YTD | -2.8% | -21.1% | +18.3% | -2.9% |
| 1Y | -4.2% | -67.1% | +62.9% | -4.2% |
| 3Y | -1.1% | +88.9% | -89.9% | -5.7% |
| All | -31.1% | +11.2% | -42.4% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling