-79.9%
SMR vs TPR
+29.2%
-109.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.3% |
| 7D | -8.3% | -0.3% | -8.0% | -8.2% |
| 30D | -20.1% | +15.1% | -35.2% | -22.5% |
| 3M | -52.7% | +3.5% | -56.2% | -53.1% |
| 6M | -61.0% | +0.4% | -61.5% | -63.2% |
| YTD | -67.1% | +4.6% | -71.7% | -67.3% |
| 1Y | -79.9% | +33.1% | -113.0% | -84.5% |
| All | -79.9% | +29.2% | -109.0% | -84.5% |
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