+65.3%
T vs SM
+12.3%
+53.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.5% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | +7.6% | +31.5% | -23.9% | +5.9% |
| 3M | +15.3% | +17.3% | -2.0% | +14.0% |
| 6M | -8.5% | +48.5% | -57.0% | -10.9% |
| YTD | +6.8% | +106.3% | -99.5% | +1.9% |
| 1Y | -7.2% | +47.3% | -54.5% | -9.9% |
| 3Y | +108.2% | -1.4% | +109.7% | +104.3% |
| 5Y | +66.1% | +114.0% | -48.0% | +52.3% |
| 10Y | +65.3% | +12.5% | +52.8% | +31.9% |
| All | +65.3% | +12.3% | +53.0% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling