-7.2%
T vs SM
+46.7%
-54.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.4% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | +7.6% | +31.5% | -23.9% | +6.6% |
| 3M | +15.3% | +17.3% | -2.0% | +14.1% |
| 6M | -8.5% | +48.5% | -57.0% | -9.4% |
| YTD | +6.8% | +106.3% | -99.5% | +5.5% |
| 1Y | -7.2% | +47.3% | -54.5% | -10.2% |
| All | -7.2% | +46.7% | -54.0% | -10.2% |
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