-1.4%
TLT vs SMTC
+154.8%
-156.2%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.2% | -9.1% | +0.1% |
| 7D | -0.4% | +12.7% | -13.2% | -0.6% |
| 30D | -0.6% | +22.0% | -22.5% | -0.9% |
| 3M | -2.7% | -12.7% | +9.9% | -2.6% |
| 6M | -5.6% | +64.8% | -70.4% | -7.0% |
| YTD | -2.8% | +100.7% | -103.5% | -4.5% |
| 1Y | -1.4% | +146.9% | -148.3% | -2.7% |
| All | -1.4% | +154.8% | -156.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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