-80.5%
TE vs SM
+215.3%
-295.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -19.1% | +9.4% | -28.5% | -19.8% |
| 30D | -34.1% | -14.4% | -19.8% | -33.3% |
| 3M | -60.1% | +1.6% | -61.7% | -60.4% |
| 6M | -66.0% | +6.3% | -72.3% | -66.6% |
| YTD | -71.4% | +78.8% | -150.2% | -73.8% |
| 1Y | -45.3% | +83.1% | -128.4% | -50.0% |
| 3Y | +9.1% | -5.9% | +15.0% | +6.8% |
| 5Y | -82.6% | +4.8% | -87.4% | -83.1% |
| All | -80.5% | +215.3% | -295.9% | -81.6% |
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