+45.8%
TDY vs SM
-0.7%
+46.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -1.9% | +2.1% | -4.0% | -2.1% |
| 30D | -12.5% | +18.1% | -30.6% | -13.8% |
| 3M | -0.8% | +17.0% | -17.8% | -2.4% |
| 6M | -9.0% | +55.4% | -64.4% | -14.3% |
| YTD | +16.8% | +108.6% | -91.8% | +4.9% |
| 1Y | +9.5% | +45.7% | -36.2% | +3.2% |
| All | +45.8% | -0.7% | +46.5% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling