-81.6%
SMR vs TT
-2.5%
-79.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -2.8% | +0.8% | -3.6% | -3.1% |
| 30D | -27.5% | -11.8% | -15.7% | -20.0% |
| 3M | -43.1% | -11.6% | -31.6% | -37.4% |
| 6M | -58.4% | -9.3% | -49.1% | -55.4% |
| YTD | -63.2% | +8.9% | -72.0% | -64.8% |
| 1Y | -81.6% | -2.2% | -79.4% | -79.2% |
| All | -81.6% | -2.5% | -79.2% | -79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling