-76.7%
TE vs SM
+180.3%
-257.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -2.7% |
| 7D | -10.5% | -22.3% | +11.7% | -8.5% |
| 30D | -32.4% | -21.4% | -11.1% | -31.1% |
| 3M | -60.9% | +1.4% | -62.2% | -61.1% |
| 6M | -62.8% | +0.1% | -62.9% | -63.4% |
| YTD | -65.7% | +59.0% | -124.7% | -68.2% |
| 1Y | -39.9% | +64.3% | -104.2% | -44.5% |
| 3Y | +10.6% | -13.1% | +23.8% | +9.2% |
| 5Y | -79.7% | -13.9% | -65.8% | -80.1% |
| All | -76.7% | +180.3% | -257.0% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling