+11.1%
SMR vs TPR
+226.5%
-215.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.7% | +19.0% | +17.0% |
| 7D | +21.4% | -3.4% | +24.8% | +23.0% |
| 30D | +13.8% | -27.3% | +41.2% | +29.9% |
| 3M | +3.9% | -16.2% | +20.1% | +9.6% |
| 6M | -4.2% | -17.9% | +13.7% | +2.4% |
| YTD | -21.1% | -7.1% | -14.0% | -21.3% |
| 1Y | -67.1% | +13.6% | -80.7% | -70.1% |
| 3Y | +88.9% | +293.7% | -204.9% | +6.8% |
| All | +11.1% | +226.5% | -215.4% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling