-66.3%
TE vs SM
+7.4%
-73.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +5.2% | -12.7% | -5.9% |
| 7D | -13.6% | +10.6% | -24.2% | -10.7% |
| 30D | -37.7% | -15.0% | -22.7% | -41.4% |
| 3M | -59.8% | +1.7% | -61.5% | -58.1% |
| 6M | -66.3% | +5.9% | -72.2% | -61.5% |
| All | -66.3% | +7.4% | -73.7% | -61.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling