+318.5%
TPR vs SM
+5.6%
+312.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -23.0% | +26.3% | -49.3% | -26.0% |
| 3M | -12.5% | +8.7% | -21.1% | -14.5% |
| 6M | -21.4% | +51.7% | -73.1% | -28.4% |
| YTD | -3.5% | +99.0% | -102.6% | -16.4% |
| 1Y | +17.4% | +34.6% | -17.2% | +8.1% |
| 3Y | +291.3% | -7.8% | +299.0% | +274.5% |
| 5Y | +241.9% | +104.8% | +137.1% | +176.4% |
| All | +318.5% | +5.6% | +312.9% | +147.5% |
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