+532.1%
SMTC vs TDY
+6,954.6%
-6,422.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | +22.5% | -1.8% | +24.3% | +23.5% |
| 30D | +24.9% | -13.8% | +38.7% | +34.2% |
| 3M | +4.1% | -3.9% | +8.0% | +7.0% |
| 6M | +92.6% | -9.0% | +101.5% | +104.7% |
| YTD | +122.5% | +16.5% | +105.9% | +110.5% |
| 1Y | +166.2% | +9.3% | +157.0% | +159.6% |
| 3Y | +577.2% | +45.1% | +532.1% | +493.2% |
| 5Y | +119.0% | +35.0% | +84.0% | +98.9% |
| 10Y | +527.9% | +469.0% | +58.9% | +219.3% |
| All | +532.1% | +6,954.6% | -6,422.5% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling