-15.1%
SMR vs TDY
-8.8%
-6.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.8% |
| 7D | +4.7% | -1.9% | +6.6% | +7.1% |
| 30D | +3.2% | -12.5% | +15.7% | +22.8% |
| 3M | +9.9% | -0.8% | +10.7% | +7.5% |
| 6M | -15.1% | -9.0% | -6.2% | -3.3% |
| All | -15.1% | -8.8% | -6.3% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling