-67.1%
SMR vs TPR
+12.7%
-79.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.7% | +19.0% | +16.8% |
| 7D | +21.4% | -3.4% | +24.8% | +22.8% |
| 30D | +13.8% | -27.3% | +41.2% | +31.0% |
| 3M | +3.9% | -16.2% | +20.1% | +7.5% |
| 6M | -4.2% | -17.9% | +13.7% | +0.1% |
| YTD | -21.1% | -7.1% | -14.0% | -24.7% |
| 1Y | -67.1% | +13.6% | -80.7% | -74.9% |
| All | -67.1% | +12.7% | -79.8% | -74.9% |
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