+1.5%
SMR vs TRI
+3.7%
-2.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.2% | -5.4% |
| 7D | +4.7% | -14.4% | +19.1% | +6.5% |
| 30D | +3.2% | -8.1% | +11.3% | +3.9% |
| 3M | +9.9% | +17.5% | -7.6% | +4.5% |
| 6M | -15.1% | -5.0% | -10.2% | -15.1% |
| YTD | -27.9% | -24.7% | -3.2% | -21.7% |
| 1Y | -70.2% | -41.5% | -28.7% | -63.7% |
| 3Y | +72.5% | -20.3% | +92.8% | +97.3% |
| All | +1.5% | +3.7% | -2.2% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling