-50.0%
TE vs SM
+265.9%
-315.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -3.0% |
| 7D | +15.0% | -0.2% | +15.2% | +15.0% |
| 30D | -7.5% | +20.3% | -27.8% | -9.2% |
| 3M | -42.0% | +22.9% | -64.9% | -43.5% |
| 6M | -31.4% | +47.8% | -79.3% | -35.0% |
| YTD | -26.5% | +107.5% | -134.0% | -33.3% |
| 1Y | +153.1% | +51.7% | +101.4% | +137.2% |
| 3Y | -20.7% | -0.9% | -19.8% | -22.7% |
| 5Y | -45.4% | +112.2% | -157.7% | -48.3% |
| All | -50.0% | +265.9% | -315.9% | -53.0% |
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