+120.1%
SMTC vs TDY
+39.0%
+81.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +3.8% |
| 7D | +13.1% | -1.1% | +14.2% | +14.3% |
| 30D | +19.5% | -12.0% | +31.5% | +36.8% |
| 3M | +2.2% | -3.2% | +5.4% | +7.5% |
| 6M | +94.9% | -7.9% | +102.7% | +117.3% |
| YTD | +127.0% | +18.2% | +108.7% | +97.9% |
| 1Y | +174.6% | +6.7% | +167.9% | +164.2% |
| 3Y | +615.9% | +47.5% | +568.4% | +425.5% |
| All | +120.1% | +39.0% | +81.1% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling