-19.8%
TLT vs SMTC
+504.7%
-524.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -0.3% | +22.5% | -22.7% | +0.1% |
| 30D | 0.0% | +24.9% | -24.9% | +0.4% |
| 3M | -2.9% | +4.1% | -6.9% | -2.6% |
| 6M | -6.3% | +92.6% | -98.8% | -4.7% |
| YTD | -3.3% | +122.5% | -125.8% | -1.4% |
| 1Y | -4.2% | +166.2% | -170.4% | -1.7% |
| 3Y | -1.7% | +577.2% | -578.8% | +5.8% |
| 5Y | -34.9% | +119.0% | -153.8% | -34.9% |
| 10Y | -19.8% | +527.9% | -547.7% | -8.1% |
| All | -19.8% | +504.7% | -524.5% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling