-31.9%
SMR vs TLN
+678.8%
-710.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.6% |
| 7D | -2.8% | +1.1% | -3.9% | -3.2% |
| 30D | -27.5% | -4.6% | -22.9% | -24.7% |
| 3M | -43.1% | +5.2% | -48.4% | -46.5% |
| 6M | -58.4% | -6.5% | -51.9% | -57.0% |
| YTD | -63.2% | -3.6% | -59.5% | -64.4% |
| 1Y | -81.6% | -8.2% | -73.4% | -81.4% |
| 3Y | +149.8% | +559.7% | -409.9% | -48.1% |
| All | -31.9% | +678.8% | -710.8% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling