-53.2%
TE vs SM
+251.1%
-304.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -15.9% | +26.3% | -42.2% | -17.9% |
| 3M | -60.5% | +8.7% | -69.2% | -61.1% |
| 6M | -35.2% | +51.7% | -86.9% | -38.9% |
| YTD | -31.1% | +99.0% | -130.2% | -37.2% |
| 1Y | +148.6% | +34.6% | +114.1% | +135.9% |
| 3Y | -26.4% | -7.8% | -18.6% | -27.8% |
| 5Y | -48.0% | +104.8% | -152.8% | -50.5% |
| All | -53.2% | +251.1% | -304.2% | -55.9% |
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