-3.6%
SMR vs TPR
+239.2%
-242.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | -2.3% | +6.7% | +5.6% |
| 30D | +3.4% | -23.0% | +26.4% | +15.1% |
| 3M | -19.2% | -12.5% | -6.7% | -16.3% |
| 6M | -22.6% | -21.4% | -1.2% | -15.2% |
| YTD | -31.5% | -3.5% | -28.0% | -32.7% |
| 1Y | -73.1% | +17.4% | -90.4% | -75.9% |
| 3Y | +55.0% | +291.3% | -236.3% | -12.9% |
| All | -3.6% | +239.2% | -242.8% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling