-53.7%
SMR vs TE
-79.7%
+26.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.3% |
| 7D | -8.3% | -19.1% | +10.8% | -1.9% |
| 30D | -20.1% | -34.1% | +14.1% | -8.8% |
| 3M | -52.7% | -60.1% | +7.4% | -36.7% |
| 6M | -61.0% | -66.0% | +4.9% | -47.9% |
| YTD | -67.1% | -71.4% | +4.3% | -55.2% |
| 1Y | -79.9% | -45.3% | -34.6% | -77.9% |
| 3Y | +101.7% | +9.1% | +92.6% | +39.8% |
| All | -53.7% | -79.7% | +26.1% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling