+11,096.6%
SMTC vs TD
+8,075.2%
+3,021.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.0% |
| 7D | +11.0% | +1.1% | +9.9% | +10.4% |
| 30D | -28.5% | +5.2% | -33.7% | -30.6% |
| 3M | -14.2% | +1.2% | -15.4% | -14.7% |
| 6M | -18.0% | +17.7% | -35.7% | -25.4% |
| YTD | +55.5% | +34.2% | +21.3% | +30.9% |
| 1Y | +69.5% | +55.4% | +14.1% | +30.7% |
| 3Y | +699.7% | +130.4% | +569.3% | +382.3% |
| 5Y | +27.4% | +101.8% | -74.4% | -16.5% |
| 10Y | +335.7% | +301.9% | +33.8% | +94.0% |
| All | +11,096.6% | +8,075.2% | +3,021.4% | +1,382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling