-75.5%
SMR vs TDY
+10.5%
-86.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.2% | -16.9% | -17.4% |
| 7D | -11.2% | -1.1% | -10.1% | -10.2% |
| 30D | -10.2% | -12.0% | +1.8% | +7.3% |
| 3M | -10.0% | -3.2% | -6.8% | -7.5% |
| 6M | -30.5% | -7.9% | -22.6% | -21.6% |
| YTD | -39.2% | +18.2% | -57.5% | -54.0% |
| 1Y | -75.5% | +6.7% | -82.2% | -79.1% |
| All | -75.5% | +10.5% | -86.1% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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