-8.7%
T vs SM
+63.8%
-72.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +2.6% | -19.5% | +22.1% | +3.3% |
| 30D | -1.1% | -20.2% | +19.1% | -0.5% |
| 3M | -7.7% | -6.5% | -1.2% | -7.9% |
| 6M | -10.6% | +1.6% | -12.2% | -11.6% |
| YTD | -7.5% | +61.2% | -68.7% | -9.9% |
| All | -8.7% | +63.8% | -72.6% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling