-37.2%
SMR vs TLN
+733.8%
-771.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.1% | -9.9% | -9.5% |
| 7D | +10.3% | +22.3% | -12.0% | -6.2% |
| 30D | -25.7% | +1.2% | -26.9% | -26.7% |
| 3M | -49.7% | +5.9% | -55.7% | -53.1% |
| 6M | -59.8% | +3.2% | -63.1% | -61.9% |
| YTD | -66.0% | +3.2% | -69.1% | -69.0% |
| 1Y | -81.4% | +5.2% | -86.6% | -83.3% |
| 3Y | +130.6% | +606.3% | -475.6% | -54.8% |
| All | -37.2% | +733.8% | -771.0% | -88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling