-85.6%
SMR vs TE
-16.5%
-69.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -0.9% | -3.2% |
| 7D | -9.5% | +3.8% | -13.3% | -10.9% |
| 30D | -33.2% | -26.2% | -7.0% | -25.7% |
| 3M | -45.9% | -49.7% | +3.8% | -31.6% |
| 6M | -57.9% | -46.5% | -11.4% | -50.8% |
| YTD | -63.8% | -59.1% | -4.7% | -54.7% |
| 1Y | -85.6% | -25.8% | -59.8% | -85.7% |
| All | -85.6% | -16.5% | -69.1% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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