+530.1%
SMTC vs TD
+306.3%
+223.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.5% |
| 7D | +13.1% | -0.5% | +13.6% | +13.5% |
| 30D | +19.5% | -1.9% | +21.4% | +21.7% |
| 3M | +2.2% | +4.8% | -2.5% | -1.5% |
| 6M | +94.9% | +28.0% | +66.9% | +59.9% |
| YTD | +127.0% | +30.3% | +96.7% | +83.4% |
| 1Y | +174.6% | +59.8% | +114.8% | +87.9% |
| 3Y | +615.9% | +124.7% | +491.2% | +264.4% |
| 5Y | +125.6% | +127.0% | -1.4% | +13.2% |
| All | +530.1% | +306.3% | +223.8% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling