-73.1%
SMR vs TE
+132.3%
-205.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | +4.4% | -4.0% | +8.4% | +5.6% |
| 30D | +3.4% | -15.9% | +19.3% | +9.0% |
| 3M | -19.2% | -60.5% | +41.4% | +5.1% |
| 6M | -22.6% | -35.2% | +12.6% | -17.5% |
| YTD | -31.5% | -31.1% | -0.4% | -28.8% |
| 1Y | -73.1% | +148.6% | -221.7% | -78.2% |
| All | -73.1% | +132.3% | -205.4% | -78.2% |
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