-25.8%
TE vs SM
+70.4%
-96.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -15.3% | +11.8% | -8.0% |
| 7D | +3.8% | -21.5% | +25.3% | -3.4% |
| 30D | -26.2% | -11.4% | -14.8% | -28.1% |
| 3M | -49.7% | +0.6% | -50.3% | -48.1% |
| 6M | -46.5% | +0.2% | -46.7% | -43.3% |
| YTD | -59.1% | +69.7% | -128.8% | -52.5% |
| 1Y | -25.8% | +71.6% | -97.4% | -14.8% |
| All | -25.8% | +70.4% | -96.2% | -14.8% |
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