+72.5%
SMR vs TRI
-20.3%
+92.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.2% | -5.4% |
| 7D | +4.7% | -14.4% | +19.1% | +6.3% |
| 30D | +3.2% | -8.1% | +11.3% | +3.8% |
| 3M | +9.9% | +17.5% | -7.6% | +4.5% |
| 6M | -15.1% | -5.0% | -10.2% | -14.5% |
| YTD | -27.9% | -24.7% | -3.2% | -18.9% |
| 1Y | -70.2% | -41.5% | -28.7% | -61.0% |
| All | +72.5% | -20.3% | +92.8% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling