-53.7%
SMR vs TPR
+267.7%
-321.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.2% |
| 7D | -8.3% | -0.3% | -8.0% | -8.1% |
| 30D | -20.1% | +15.1% | -35.2% | -25.6% |
| 3M | -52.7% | +3.5% | -56.2% | -54.3% |
| 6M | -61.0% | +0.4% | -61.5% | -62.9% |
| YTD | -67.1% | +4.6% | -71.7% | -69.3% |
| 1Y | -79.9% | +33.1% | -113.0% | -83.4% |
| 3Y | +101.7% | +396.0% | -294.2% | +4.7% |
| All | -53.7% | +267.7% | -321.4% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling