+67.7%
T vs SM
+107.8%
-40.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.8% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +11.4% | +26.3% | -14.9% | +10.3% |
| 3M | +14.3% | +8.7% | +5.6% | +13.7% |
| 6M | -9.3% | +51.7% | -60.9% | -11.0% |
| YTD | +7.1% | +99.0% | -91.9% | +3.8% |
| 1Y | -9.1% | +34.6% | -43.7% | -10.6% |
| 3Y | +105.3% | -7.8% | +113.1% | +103.6% |
| All | +67.7% | +107.8% | -40.2% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling