+467.2%
TDY vs SM
+23.0%
+444.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.1% | +4.6% | -5.7% | -1.6% |
| 30D | -12.0% | +18.2% | -30.3% | -13.8% |
| 3M | -3.2% | +22.5% | -25.7% | -5.9% |
| 6M | -7.9% | +50.6% | -58.4% | -13.2% |
| YTD | +18.2% | +108.1% | -89.9% | +6.8% |
| 1Y | +6.7% | +46.0% | -39.3% | +0.2% |
| 3Y | +47.5% | +2.9% | +44.7% | +41.3% |
| 5Y | +39.5% | +112.6% | -73.1% | +18.8% |
| All | +467.2% | +23.0% | +444.2% | +264.7% |
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