-18.3%
TE vs SM
-2.8%
-15.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.6% | +6.4% | +9.0% |
| 7D | +18.2% | -0.2% | +18.4% | +18.3% |
| 30D | -13.5% | +31.5% | -45.0% | -20.6% |
| 3M | -44.6% | +17.3% | -61.9% | -48.2% |
| 6M | -24.7% | +48.5% | -73.2% | -38.6% |
| YTD | -24.3% | +106.3% | -130.5% | -49.0% |
| 1Y | +155.6% | +47.3% | +108.3% | +103.2% |
| 3Y | -18.3% | -1.4% | -16.8% | -24.0% |
| All | -18.3% | -2.8% | -15.5% | -24.0% |
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 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