-53.7%
SMR vs TT
+186.7%
-240.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.2% |
| 7D | -8.3% | +4.0% | -12.3% | -11.0% |
| 30D | -20.1% | -11.3% | -8.8% | -12.1% |
| 3M | -52.7% | -12.3% | -40.4% | -47.7% |
| 6M | -61.0% | -10.8% | -50.2% | -57.5% |
| YTD | -67.1% | +8.2% | -75.3% | -69.2% |
| 1Y | -79.9% | +1.5% | -81.3% | -80.1% |
| 3Y | +101.7% | +91.5% | +10.3% | +57.9% |
| All | -53.7% | +186.7% | -240.4% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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