+7,716.4%
TPR vs SM
+290.9%
+7,425.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -23.0% | +26.3% | -49.3% | -26.5% |
| 3M | -12.5% | +8.7% | -21.1% | -14.9% |
| 6M | -21.4% | +51.7% | -73.1% | -29.5% |
| YTD | -3.5% | +99.0% | -102.6% | -18.3% |
| 1Y | +17.4% | +34.6% | -17.2% | +6.5% |
| 3Y | +291.3% | -7.8% | +299.0% | +271.3% |
| 5Y | +241.9% | +104.8% | +137.1% | +164.3% |
| 10Y | +322.7% | +7.2% | +315.4% | +149.3% |
| All | +7,716.4% | +290.9% | +7,425.5% | +2,336.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling