+12,092.0%
TT vs SM
+1,608.3%
+10,483.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -7.4% | +26.3% | -33.7% | -10.4% |
| 3M | -3.2% | +8.7% | -11.9% | -5.1% |
| 6M | +1.1% | +51.7% | -50.6% | -6.1% |
| YTD | +15.6% | +99.0% | -83.4% | +3.2% |
| 1Y | +9.2% | +34.6% | -25.4% | +2.3% |
| 3Y | +124.4% | -7.8% | +132.1% | +115.7% |
| 5Y | +138.0% | +104.8% | +33.2% | +95.1% |
| 10Y | +886.4% | +7.2% | +879.1% | +542.2% |
| All | +12,092.0% | +1,608.3% | +10,483.7% | +4,824.8% |
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 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