-45.9%
SMR vs TT
+188.5%
-234.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.7% | +2.4% | +3.3% |
| 7D | +1.7% | +1.7% | -0.1% | +1.0% |
| 30D | -24.4% | -11.8% | -12.6% | -16.5% |
| 3M | -44.6% | -12.6% | -32.0% | -38.5% |
| 6M | -56.7% | -9.4% | -47.3% | -53.3% |
| YTD | -61.6% | +8.8% | -70.4% | -64.2% |
| 1Y | -82.1% | -2.5% | -79.5% | -81.7% |
| 3Y | +161.5% | +95.7% | +65.9% | +102.7% |
| All | -45.9% | +188.5% | -234.4% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling