+61.4%
T vs SM
+10.6%
+50.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | +1.2% |
| 7D | +2.0% | +0.3% | +1.6% | +1.9% |
| 30D | -1.0% | -17.3% | +16.3% | -0.1% |
| 3M | -8.1% | -3.6% | -4.5% | -8.2% |
| 6M | -8.3% | +2.9% | -11.2% | -8.9% |
| YTD | -6.1% | +70.2% | -76.3% | -9.6% |
| 1Y | -7.4% | +66.5% | -73.9% | -10.7% |
| 3Y | +65.4% | -8.2% | +73.6% | +62.7% |
| 5Y | +57.6% | -1.5% | +59.1% | +51.6% |
| 10Y | +61.4% | +11.9% | +49.5% | +27.1% |
| All | +61.4% | +10.6% | +50.8% | +27.1% |
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