+128.4%
TLT vs SMTC
+466.0%
-337.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.4% |
| 7D | -0.3% | -10.9% | +10.6% | -0.7% |
| 30D | +3.7% | -39.4% | +43.1% | +1.6% |
| 3M | -0.7% | -13.5% | +12.9% | -0.7% |
| 6M | -4.2% | -6.8% | +2.6% | -3.3% |
| YTD | -4.0% | +54.0% | -58.0% | -0.1% |
| 1Y | -5.8% | +50.8% | -56.6% | -2.1% |
| 3Y | +4.1% | +677.3% | -673.2% | +24.3% |
| 5Y | -34.8% | +28.7% | -63.5% | -31.4% |
| 10Y | -12.3% | +339.9% | -352.2% | +8.0% |
| All | +128.4% | +466.0% | -337.6% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling