+55.8%
SMR vs TT
+89.7%
-33.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +2.4% | +13.9% | +13.5% |
| 7D | -9.6% | -2.0% | -7.6% | -6.7% |
| 30D | -33.8% | -14.0% | -19.7% | -21.7% |
| 3M | -46.4% | -15.9% | -30.5% | -35.2% |
| 6M | -62.4% | -17.3% | -45.1% | -53.9% |
| YTD | -64.1% | +4.0% | -68.1% | -67.4% |
| 1Y | -84.3% | -7.1% | -77.2% | -83.3% |
| 3Y | +55.8% | +90.2% | -34.4% | -18.4% |
| All | +55.8% | +89.7% | -33.9% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling