+11.1%
SMR vs TRI
+7.1%
+4.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -6.5% | +21.8% | +16.0% |
| 7D | +21.4% | -7.1% | +28.5% | +22.2% |
| 30D | +13.8% | -2.3% | +16.2% | +13.7% |
| 3M | +3.9% | +19.6% | -15.7% | -1.2% |
| 6M | -4.2% | -8.7% | +4.5% | -2.1% |
| YTD | -21.1% | -22.3% | +1.2% | -14.6% |
| 1Y | -67.1% | -40.7% | -26.4% | -59.7% |
| 3Y | +88.9% | -17.8% | +106.6% | +115.2% |
| All | +11.1% | +7.1% | +4.0% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling