+530.1%
SMTC vs TDY
+479.2%
+50.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.1% |
| 7D | +13.1% | -1.1% | +14.2% | +14.1% |
| 30D | +19.5% | -12.0% | +31.5% | +33.2% |
| 3M | +2.2% | -3.2% | +5.4% | +6.4% |
| 6M | +94.9% | -7.9% | +102.7% | +113.5% |
| YTD | +127.0% | +18.2% | +108.7% | +103.2% |
| 1Y | +174.6% | +6.7% | +167.9% | +166.5% |
| 3Y | +615.9% | +47.5% | +568.4% | +456.3% |
| 5Y | +125.6% | +39.5% | +86.1% | +81.5% |
| All | +530.1% | +479.2% | +50.9% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling