-85.6%
SMR vs TPR
+20.9%
-106.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.5% |
| 7D | -9.5% | +12.6% | -22.2% | -12.9% |
| 30D | -33.2% | +7.1% | -40.4% | -34.7% |
| 3M | -45.9% | -19.4% | -26.6% | -41.9% |
| 6M | -57.9% | -9.7% | -48.2% | -58.4% |
| YTD | -63.8% | -1.0% | -62.8% | -65.8% |
| 1Y | -85.6% | +19.3% | -104.9% | -88.6% |
| All | -85.6% | +20.9% | -106.5% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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