+145.2%
TE vs SM
+48.5%
+96.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | +0.2% | +4.6% | -4.3% | +1.5% |
| 30D | -5.9% | +18.2% | -24.1% | -1.0% |
| 3M | -45.6% | +22.5% | -68.1% | -40.5% |
| 6M | -43.4% | +50.6% | -93.9% | -34.4% |
| YTD | -31.0% | +108.1% | -139.1% | -17.9% |
| 1Y | +145.2% | +46.0% | +99.2% | +189.2% |
| All | +145.2% | +48.5% | +96.7% | +189.2% |
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