+114.7%
SMTC vs TD
+122.4%
-7.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.8% | -3.7% |
| 7D | +17.5% | -2.6% | +20.1% | +20.0% |
| 30D | +21.3% | -1.0% | +22.3% | +22.7% |
| 3M | +3.1% | +5.6% | -2.5% | -1.5% |
| 6M | +81.7% | +27.1% | +54.6% | +49.1% |
| YTD | +115.9% | +29.4% | +86.5% | +74.4% |
| 1Y | +157.8% | +60.7% | +97.1% | +74.6% |
| 3Y | +557.3% | +127.6% | +429.7% | +228.0% |
| 5Y | +114.7% | +125.4% | -10.7% | +16.8% |
| All | +114.7% | +122.4% | -7.8% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling