-73.1%
SMR vs TLN
-17.2%
-55.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -3.4% |
| 7D | +4.4% | +7.1% | -2.6% | -1.0% |
| 30D | +3.4% | -3.9% | +7.3% | +6.2% |
| 3M | -19.2% | -16.2% | -3.0% | -8.5% |
| 6M | -22.6% | -5.8% | -16.8% | -19.1% |
| YTD | -31.5% | -15.4% | -16.1% | -27.2% |
| 1Y | -73.1% | -16.7% | -56.4% | -73.5% |
| All | -73.1% | -17.2% | -55.9% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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