+168.3%
SMTC vs THC
+32.5%
+135.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.3% | +12.2% | +9.7% |
| 7D | +22.9% | -2.6% | +25.5% | +22.6% |
| 30D | +16.6% | -1.2% | +17.8% | +16.5% |
| 3M | +2.4% | +58.9% | -56.5% | +0.1% |
| 6M | +98.3% | +9.3% | +88.9% | +111.7% |
| YTD | +120.7% | +30.4% | +90.3% | +126.4% |
| 1Y | +168.3% | +34.6% | +133.7% | +167.8% |
| All | +168.3% | +32.5% | +135.8% | +167.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling