+40.9%
SMR vs TLN
+589.3%
-548.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -1.8% |
| 7D | +13.1% | +5.8% | +7.2% | +8.1% |
| 30D | +17.8% | -6.9% | +24.6% | +24.7% |
| 3M | +8.1% | -10.9% | +19.0% | +17.6% |
| 6M | -11.1% | -4.6% | -6.5% | -8.6% |
| YTD | -23.7% | -14.7% | -9.0% | -17.0% |
| 1Y | -69.4% | -17.9% | -51.5% | -65.3% |
| 3Y | +82.6% | +483.9% | -401.3% | -56.9% |
| All | +40.9% | +589.3% | -548.4% | -69.2% |
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