-14.4%
SMR vs TRI
+5.5%
-19.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.4% | -15.9% |
| 7D | -11.2% | -7.9% | -3.4% | -10.5% |
| 30D | -10.2% | -4.5% | -5.7% | -10.1% |
| 3M | -10.0% | +22.1% | -32.1% | -15.1% |
| 6M | -30.5% | -2.8% | -27.7% | -30.7% |
| YTD | -39.2% | -23.4% | -15.8% | -34.1% |
| 1Y | -75.5% | -41.5% | -34.0% | -70.0% |
| 3Y | +45.4% | -19.2% | +64.6% | +66.1% |
| All | -14.4% | +5.5% | -19.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling