+7,071.3%
TDY vs SM
+634.1%
+6,437.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.5% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -12.5% | +31.5% | -44.0% | -16.2% |
| 3M | -1.2% | +17.3% | -18.5% | -4.3% |
| 6M | -6.6% | +48.5% | -55.1% | -13.5% |
| YTD | +18.5% | +106.3% | -87.8% | +3.9% |
| 1Y | +10.8% | +47.3% | -36.5% | +1.8% |
| 3Y | +47.5% | -1.4% | +48.9% | +40.1% |
| 5Y | +35.8% | +114.0% | -78.2% | +8.8% |
| 10Y | +459.0% | +12.5% | +446.5% | +246.0% |
| All | +7,071.3% | +634.1% | +6,437.2% | +3,054.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling