+72.2%
SMTC vs TDY
+22.9%
+49.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.8% | -8.2% | -6.6% |
| 7D | -24.5% | -5.0% | -19.5% | -18.6% |
| 30D | -42.5% | +2.0% | -44.5% | -43.4% |
| 3M | -14.1% | -7.7% | -6.4% | -3.2% |
| 6M | +3.6% | -0.9% | +4.5% | +8.5% |
| YTD | +50.6% | +23.7% | +26.8% | +31.0% |
| 1Y | +72.2% | +23.6% | +48.6% | +50.3% |
| All | +72.2% | +22.9% | +49.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling