+230.8%
TPR vs SM
+5.1%
+225.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.3% |
| 7D | -1.1% | +10.6% | -11.7% | -2.6% |
| 30D | +15.1% | -15.0% | +30.1% | +17.2% |
| 3M | -13.4% | +1.7% | -15.1% | -14.6% |
| 6M | +1.4% | +5.9% | -4.5% | -1.9% |
| YTD | +4.8% | +79.0% | -74.2% | -11.4% |
| 1Y | +29.2% | +84.7% | -55.5% | +8.2% |
| 3Y | +403.7% | -3.5% | +407.2% | +367.2% |
| 5Y | +230.8% | +4.9% | +225.9% | +192.4% |
| All | +230.8% | +5.1% | +225.8% | +192.4% |
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 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