+11.1%
SMR vs TE
-46.3%
+57.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +10.0% | +5.3% | +12.1% |
| 7D | +21.4% | +18.2% | +3.2% | +15.4% |
| 30D | +13.8% | -13.5% | +27.4% | +18.9% |
| 3M | +3.9% | -44.6% | +48.5% | +21.9% |
| 6M | -4.2% | -24.7% | +20.5% | -3.5% |
| YTD | -21.1% | -24.3% | +3.2% | -21.1% |
| 1Y | -67.1% | +155.6% | -222.6% | -78.6% |
| 3Y | +88.9% | -18.3% | +107.1% | +28.2% |
| All | +11.1% | -46.3% | +57.5% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling