+383.3%
TPR vs SM
+4.2%
+379.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.6% |
| 7D | +12.1% | -19.5% | +31.6% | +15.4% |
| 30D | +16.7% | -20.2% | +36.9% | +20.1% |
| 3M | -17.4% | -6.5% | -10.9% | -17.4% |
| 6M | +2.3% | +1.6% | +0.7% | -0.2% |
| YTD | +7.1% | +61.2% | -54.1% | -4.8% |
| 1Y | +29.5% | +65.4% | -35.9% | +14.3% |
| 3Y | +415.0% | -13.0% | +428.1% | +393.7% |
| 5Y | +261.5% | -4.3% | +265.7% | +228.9% |
| 10Y | +383.3% | +3.0% | +380.3% | +178.6% |
| All | +383.3% | +4.2% | +379.1% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling