+11.1%
SMR vs TT
+205.9%
-194.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.4% | +15.7% | +15.6% |
| 7D | +21.4% | +1.6% | +19.8% | +19.8% |
| 30D | +13.8% | -7.3% | +21.2% | +21.0% |
| 3M | +3.9% | -2.6% | +6.5% | +5.6% |
| 6M | -4.2% | +5.9% | -10.1% | -8.2% |
| YTD | -21.1% | +15.4% | -36.5% | -29.7% |
| 1Y | -67.1% | +8.2% | -75.3% | -68.8% |
| 3Y | +88.9% | +122.7% | -33.8% | +37.7% |
| All | +11.1% | +205.9% | -194.8% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling