-19.5%
TRI vs SM
-1.2%
-18.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | -6.5% | +20.3% | -26.8% | -7.4% |
| 3M | +18.6% | +22.9% | -4.3% | +16.8% |
| 6M | -10.4% | +47.8% | -58.3% | -12.5% |
| YTD | -23.7% | +107.5% | -131.2% | -26.2% |
| 1Y | -42.5% | +51.7% | -94.2% | -43.9% |
| All | -19.5% | -1.2% | -18.3% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling