-3.6%
SMR vs TT
+207.2%
-210.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -1.2% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +3.4% | -7.2% | +10.6% | +9.8% |
| 3M | -19.2% | -3.0% | -16.2% | -17.5% |
| 6M | -22.6% | +1.4% | -24.0% | -23.2% |
| YTD | -31.5% | +15.9% | -47.4% | -39.2% |
| 1Y | -73.1% | +9.4% | -82.5% | -74.7% |
| 3Y | +55.0% | +124.4% | -69.4% | +12.6% |
| All | -3.6% | +207.2% | -210.8% | -38.1% |
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