+256.1%
TPR vs SM
-11.5%
+267.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | +14.2% | -25.9% | +40.1% | +18.8% |
| 30D | +17.1% | -15.1% | +32.2% | +19.2% |
| 3M | -17.7% | +4.9% | -22.6% | -19.5% |
| 6M | -10.2% | +6.1% | -16.3% | -13.5% |
| YTD | +4.9% | +63.4% | -58.5% | -10.1% |
| 1Y | +36.1% | +72.5% | -36.3% | +14.8% |
| 3Y | +416.5% | -16.9% | +433.4% | +391.9% |
| All | +256.1% | -11.5% | +267.7% | +227.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling