+55.8%
SMR vs TPR
+407.4%
-351.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.0% | +17.3% | +16.8% |
| 7D | -9.6% | +14.2% | -23.8% | -17.5% |
| 30D | -33.8% | +17.1% | -50.9% | -40.5% |
| 3M | -46.4% | -17.7% | -28.6% | -41.6% |
| 6M | -62.4% | -10.2% | -52.2% | -62.2% |
| YTD | -64.1% | +4.9% | -69.1% | -68.0% |
| 1Y | -84.3% | +36.1% | -120.5% | -88.6% |
| 3Y | +55.8% | +416.5% | -360.6% | -64.8% |
| All | +55.8% | +407.4% | -351.6% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling