+7.5%
SMR vs TE
-47.9%
+55.4%
-87.5%
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% | -2.4% |
| 7D | +13.1% | +15.0% | -1.9% | +8.5% |
| 30D | +17.8% | -7.5% | +25.3% | +20.4% |
| 3M | +8.1% | -42.0% | +50.1% | +25.1% |
| 6M | -11.1% | -31.4% | +20.3% | -7.8% |
| YTD | -23.7% | -26.5% | +2.8% | -23.0% |
| 1Y | -69.4% | +153.1% | -222.5% | -80.0% |
| 3Y | +82.6% | -20.7% | +103.3% | +25.2% |
| All | +7.5% | -47.9% | +55.4% | -27.2% |
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 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