+351.4%
SMTC vs THC
+1,325.8%
-974.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.0% | +10.8% | +12.4% |
| 7D | -4.8% | +7.5% | -12.3% | -6.6% |
| 30D | -37.8% | +9.6% | -47.4% | -39.4% |
| 3M | -16.5% | +10.3% | -26.7% | -18.9% |
| 6M | -4.4% | +51.8% | -56.2% | -15.7% |
| YTD | +58.0% | +45.4% | +12.6% | +40.0% |
| 1Y | +62.0% | +40.8% | +21.2% | +44.6% |
| 3Y | +745.7% | +448.8% | +296.9% | +439.6% |
| 5Y | +29.0% | +263.4% | -234.4% | -12.8% |
| 10Y | +351.4% | +1,800.1% | -1,448.7% | +129.7% |
| All | +351.4% | +1,325.8% | -974.4% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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