+356.2%
TPR vs SM
+18.0%
+338.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -0.3% | +9.4% | -9.7% | -1.8% |
| 30D | +15.1% | -14.4% | +29.5% | +17.2% |
| 3M | +3.5% | +1.6% | +2.0% | +2.2% |
| 6M | +0.4% | +6.3% | -5.9% | -2.6% |
| YTD | +4.6% | +78.8% | -74.2% | -8.6% |
| 1Y | +33.1% | +83.1% | -50.0% | +15.6% |
| 3Y | +396.0% | -5.9% | +401.9% | +369.5% |
| 5Y | +230.3% | +4.8% | +225.5% | +196.1% |
| All | +356.2% | +18.0% | +338.2% | +158.4% |
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