+389.7%
TPR vs SM
+4.9%
+384.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +2.9% |
| 7D | +12.7% | -22.3% | +35.0% | +16.7% |
| 30D | +17.1% | -21.4% | +38.4% | +20.8% |
| 3M | -15.9% | +1.4% | -17.2% | -17.0% |
| 6M | +2.6% | +0.1% | +2.5% | +0.4% |
| YTD | +7.5% | +59.0% | -51.5% | -4.3% |
| 1Y | +32.9% | +64.3% | -31.4% | +17.4% |
| 3Y | +413.8% | -13.1% | +427.0% | +392.6% |
| 5Y | +263.9% | -13.9% | +277.7% | +236.4% |
| 10Y | +389.7% | +1.7% | +388.0% | +183.0% |
| All | +389.7% | +4.9% | +384.8% | +183.0% |
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